Search Results for author: Horenko Illia

Found 1 papers, 1 papers with code

On a computationally-scalable sparse formulation of the multidimensional and non-stationary maximum entropy principle

1 code implementation7 May 2020 Horenko Illia, Marchenko Ganna, Gagliardini Patrick

Data-driven modelling and computational predictions based on maximum entropy principle (MaxEnt-principle) aim at finding as-simple-as-possible - but not simpler then necessary - models that allow to avoid the data overfitting problem.

Econometrics Time Series Analysis

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