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math.PR2024
Genus expansion for non-linear random matrix ensembles with applications to neural networks
Nicola Muca Cirone, Jad Hamdan, Cristopher Salvi
We present a unified approach to studying certain non-linear random matrix ensembles and associated random neural networks at initialization. This begins with a novel series expans…
math.PR2023
Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
Blanka Horvath, Maud Lemercier, Chong Liu +2
Distribution Regression on path-space refers to the task of learning functions mapping the law of a stochastic process to a scalar target. The learning procedure based on the notio…