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Elena Ehrlich
Elena Ehrlich
Principal Data Scientist at Amazon
Verified email at amazon.com
Title
Cited by
Cited by
Year
Gradient free parameter estimation for hidden Markov models with intractable likelihoods
E Ehrlich, A Jasra, N Kantas
Methodology and Computing in Applied Probability 17 (2), 315-349, 2015
232015
Approximate inference for observation-driven time series models with intractable likelihoods
A Jasra, N Kantas, E Ehrlich
ACM Transactions on Modeling and Computer Simulation (TOMACS) 24 (3), 1-25, 2014
112014
Spliced binned-pareto distribution for robust modeling of heavy-tailed time series
E Ehrlich, L Callot, FX Aubet
arXiv preprint arXiv:2106.10952, 2021
72021
Static Parameter Estimation for ABC Approximations of Hidden Markov Models. Pre-print
E Ehrlich, A Jasra, N Kantas
arXiv preprint arXiv:1210.4683, 2012
52012
The science behind nfl next gen stats’ new passing metric
FX Aubet, E Ehrlich
Aug, 2022
22022
On inference for ABC approximations of time series models
E Ehrlich
Imperial College London, 2013
12013
Spliced Binned-Pareto distribution for robust modeling of heavy-tailed time series
E Ehrlich, L Callot, FX Aubet
2021
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