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Giulia Livieri

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#machine learning Preprint Aug 2026

Online Learning of Scale Parameters in Score-Driven Filters

The central observation is that the negative product-of-scores feedback employed in accelerated score-driven recursions can be read as the stochastic gradient of this predictive loss, offering a new variational perspective.

Fabrizio Lillo, Giulia Livieri, Gianluca Palmari · 0 citations