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M. Drton, M. Eichler, T.S. Richardson
Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors
Journal of Machine Learning Research
2009
10
Oct
2329-2348
Chen, Miaomiao
Bonds and the Cross-section of Stocks: International Evidence
2020
Walther, Jasmin
Stochastic Modelling of Mortality
Masterarbeit
2020
Wang, Y Samuel;Drton, Mathias
High-dimensional causal discovery under non-Gaussianity
Biometrika
2020
107
1
Mar
41–59
Wiyoga, Gusnadi
A Mixture of Replicating Portfolio and LSMC Techniques in Insurance Liability Modeling: Application of LSMC on the replication residuals
Masterarbeit
2020
Drton, Mathias;Kahle, Thomas;Sturmfels, Bernd;Uhler, Caroline
Algebraic Statistics
Oberwolfach Reports
2018
14
2
1207-1279
Kaiser, Marcus
Computation of Dynamic Equilibria in Series-Parallel Networks
CoRR
2020
abs/2002.11428
Happach, Felix;Schulz, Andreas S
Approximation Algorithms and LP Relaxations for Scheduling Problems Related to Min-Sum Set Cover
arXiv:2001.07011
2020
Drton, M. and Richardson, T.S.
Graphical Methods for Efficient Likelihood Inference in Gaussian Covariance Models
Journal of Machine Learning Research
2008
9
893-914
Buck, J. and Klüppelberg, C.
Recursive max-linear models with propagating noise
preprint
2020
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