Paper extends nonparametric regression bounds for dependent -mixing samples.
arXiv research
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Paper addresses uncertainty in model generalization under regime shifts.
Random Forests adapted for dependent data using GLS.
The study provides statistical theory for WGANs in time series forecasting.
Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of treatment over time in the context of Synthetic Controls. The method builds on c…
Paper develops methods for inference on time series data using neural networks and sieves.