Ongoing research projects
Preprints
Published papers
- Distribution free MMD tests for model selection with estimated parameters, Journal of Machine Learning Research, forthcoming, joint work with Jean-David Fermanian and Aleksey Min
- Generative neural networks for characteristic functions, Journal of Computational and Graphical Statistics, 2025
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences, Journal of Multivariate Analysis, 2023
- Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes, Extremes, 2023, joint work with Matthias Scherer and Jan-Frederik Mai
- A corrected Clarke test for model selection and beyond, Journal of Econometrics, 2023, joint work with Jean-David Fermanian and Aleksey Min
Theses