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Fakultät Statistik
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Research
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Public Lectures
Statistical Colloquium
in statistics, machine learning, finance, ... Monte Carlo methods have the advantage that they require very little regularity and provide a convergence rate that does not depend on the dimension of the [...] problems pose challenges when the objective function and constraints are nonconvex and their evaluation requires expensive black-box simulations. Recently, hybrid optimization methods that integrate statistical [...] extends the existing results for inference in high-dimensional additive models and clarifies the required assumptions. In a setting where the number of regressors p may increase with the sample size, a …
