most citedAccurate Kernel Learning for Linear Gaussian Markov Processes using a Scalable Likelihood Computation

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

stat.ML2020

Accurate Characterization of Non-Uniformly Sampled Time Series using Stochastic Differential Equations

Stijn de Waele

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intenti…

stat.ML2018★ 1 cited

Accurate Kernel Learning for Linear Gaussian Markov Processes using a Scalable Likelihood Computation

Stijn de Waele

We report an exact likelihood computation for Linear Gaussian Markov processes that is more scalable than existing algorithms for complex models and sparsely sampled signals. Bette…