O’Connor, Kevin; McGoff, Kevin; Nobel, Andrew B. Optimal transport for stationary Markov chains via policy iteration. (English) Zbl 07625198 J. Mach. Learn. Res. 23, Paper No. 45, 52 p. (2022). MSC: 68T05 PDFBibTeX XMLCite \textit{K. O'Connor} et al., J. Mach. Learn. Res. 23, Paper No. 45, 52 p. (2022; Zbl 07625198) Full Text: arXiv Link
McGoff, Kevin; Mukherjee, Sayan; Nobel, Andrew B. Gibbs posterior convergence and the thermodynamic formalism. (English) Zbl 1493.62510 Ann. Appl. Probab. 32, No. 1, 461-496 (2022). MSC: 62M09 37D35 PDFBibTeX XMLCite \textit{K. McGoff} et al., Ann. Appl. Probab. 32, No. 1, 461--496 (2022; Zbl 1493.62510) Full Text: DOI arXiv
McGoff, Kevin; Nobel, Andrew B. Empirical risk minimization for dynamical systems and stationary processes. (English) Zbl 07446779 Inf. Inference 10, No. 3, 1073-1104 (2021). MSC: 62Mxx PDFBibTeX XMLCite \textit{K. McGoff} and \textit{A. B. Nobel}, Inf. Inference 10, No. 3, 1073--1104 (2021; Zbl 07446779) Full Text: DOI
O’Connor, Kevin; McGoff, Kevin; Nobel, Andrew B Estimation of Stationary Optimal Transport Plans. arXiv:2107.11858 Preprint, arXiv:2107.11858 [math.ST] (2021). BibTeX Cite \textit{K. O'Connor} et al., ``Estimation of Stationary Optimal Transport Plans'', Preprint, arXiv:2107.11858 [math.ST] (2021) Full Text: arXiv OA License
McGoff, Kevin; Nobel, Andrew B. Empirical risk minimization and complexity of dynamical models. (English) Zbl 1459.62165 Ann. Stat. 48, No. 4, 2031-2054 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M09 62R40 PDFBibTeX XMLCite \textit{K. McGoff} and \textit{A. B. Nobel}, Ann. Stat. 48, No. 4, 2031--2054 (2020; Zbl 1459.62165) Full Text: DOI arXiv Euclid
McGoff, Kevin; Nobel, Andrew B. Variational analysis of inference from dynamical systems. arXiv:1601.05033 Preprint, arXiv:1601.05033 [math.DS] (2016). BibTeX Cite \textit{K. McGoff} and \textit{A. B. Nobel}, ``Variational analysis of inference from dynamical systems'', Preprint, arXiv:1601.05033 [math.DS] (2016) Full Text: arXiv OA License
McGoff, Kevin; Mukherjee, Sayan; Nobel, Andrew; Pillai, Natesh Consistency of maximum likelihood estimation for some dynamical systems. (English) Zbl 1319.37006 Ann. Stat. 43, No. 1, 1-29 (2015). Reviewer: Chryssoula Ganatsiou (Larissa) MSC: 37A50 37A25 62B10 62F12 62M09 37D20 60F10 62M05 62M10 94A17 PDFBibTeX XMLCite \textit{K. McGoff} et al., Ann. Stat. 43, No. 1, 1--29 (2015; Zbl 1319.37006) Full Text: DOI arXiv Euclid