43 citations · 139 across the 20 of their papers we have counts for
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The Wasserstein-Fourier Distance for Stationary Time Series
Elsa Cazelles, Arnaud Robert, Felipe Tobar
We propose the Wasserstein-Fourier (WF) distance to measure the (dis)similarity between time series by quantifying the displacement of their energy across frequencies. The WF dista…
Band-Limited Gaussian Processes: The Sinc Kernel
Felipe Tobar
We propose a novel class of Gaussian processes (GPs) whose spectra have compact support, meaning that their sample trajectories are almost-surely band limited. As a complement to t…
Compositionally-Warped Gaussian Processes
Gonzalo Rios, Felipe Tobar
The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limit…
Low-pass filtering as Bayesian inference
Cristobal Valenzuela, Felipe Tobar
We propose a Bayesian nonparametric method for low-pass filtering that can naturally handle unevenly-sampled and noise-corrupted observations. The proposed model is constructed as…