Blanka Horvath

1. Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
   2023/04/04 by Blanka Horvath, Horvath, Blanka, Maud Lemercier +7 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #60G40 #91G60 #FOS: Mathematics #Primary 60L10 #Probability (math.PR) #Secondary 60L20 #Statistical Methods and Inference #Stochastic processes and financial applications
2. Higher-Order Transformer Derivative Estimates for Explicit Pathwise Learning Guarantees
   2024/05/26 by Yannick Limmer, Limmer, Yannick, Anastasis Kratsios +7 · 1 citation
   Computer Science · #41A65 #60G35 #62M20 #68T07 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #Neural and Evolutionary Computing (cs.NE) #Numerical Analysis (math.NA) #Probability (math.PR)
3. Signature Maximum Mean Discrepancy Two-Sample Statistical Tests
   2025/06/02 by Andrew Alden, Alden, Andrew, Blanka Horvath +3 · 2 citations
   Mathematics · #Advanced Statistical Methods and Models #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistical Methods and Inference
4. How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression
   2026/07/20 by Blanka Horvath, Wen Su, Wu Su +2 · 1 citation
   #math.ST #stat.ME #stat.ML #stat.TH