A pair of mathematicians, Kevin Course and Prasanth Nair at the University of Toronto's Institute for Aerospace Studies, has developed a new state-estimation method to create efficient forecasts ...

This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...

We leverage recent advancements in machine learning to develop an integrated method to solve globally and estimate models featuring agent heterogeneity, nonlinear constraints, and aggregate ...

Vision, a unified vision model in its SenseNova foundation-model suite. The model is designed to handle object detection, ...