2 papers
stat.ML2025
Signature Maximum Mean Discrepancy Two-Sample Statistical Tests
Andrew Alden, Blanka Horvath, Zacharia Issa
Maximum Mean Discrepancy (MMD) is a widely used concept in machine learning research which has gained popularity in recent years as a highly effective tool for comparing (finite-di…
cs.LG2024
Scalable Signature-Based Distribution Regression via Reference Sets
Andrew Alden, Carmine Ventre, Blanka Horvath
Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic a…