Derives non-asymptotic MSE bounds separating discretization and fluctuation errors for expected signature estimation via block averaging under weak dependence for rough paths.
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3 Pith papers cite this work. Polarity classification is still indexing.
years
2026 3verdicts
UNVERDICTED 3representative citing papers
A T-estimation-based procedure for adaptive density estimation and optimal control in offline contextual MDPs without stationarity, providing oracle risk bounds under two loss functions and finite-sample cost guarantees.
Explicit finite-N lower bounds for union probabilities under phi- or alpha-mixing are proved via residue-class blocking with spacing coefficient 1/(L+1) and mixing residuals.
citing papers explorer
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Finite-Sample Bounds for Expected Signature Estimation under Weak Dependence
Derives non-asymptotic MSE bounds separating discretization and fluctuation errors for expected signature estimation via block averaging under weak dependence for rough paths.
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Adaptive Estimation and Optimal Control in Offline Contextual MDPs without Stationarity
A T-estimation-based procedure for adaptive density estimation and optimal control in offline contextual MDPs without stationarity, providing oracle risk bounds under two loss functions and finite-sample cost guarantees.
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Finite-sample Borel--Cantelli inequalities under mixing conditions
Explicit finite-N lower bounds for union probabilities under phi- or alpha-mixing are proved via residue-class blocking with spacing coefficient 1/(L+1) and mixing residuals.