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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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1 result for “undermodeling”

Model Mismatch Trade-offs in LMMSE Estimationeess.SP

Study on LMMSE estimation with model mismatch, quantifying MSE trade-offs.

problem Model mismatch in LMMSE estimation with undermodeling.

method Analyzing the average MSE of LMMSE estimation with random regressors.

result Performance improvement depends on sufficient samples and model complexity.

LMMSE estimation model mismatch mean squared error random variables undermodeling

2021-05-25abs ↗pdf ↗