4 papers
Bayesian optimization for backpropagation in Monte-Carlo tree search
Yueqin Li, Nengli Lim
In large domains, Monte-Carlo tree search (MCTS) is required to estimate the values of the states as efficiently and accurately as possible. However, the standard update rule in ba…
Disentangling Multiple Features in Video Sequences using Gaussian Processes in Variational Autoencoders
Sarthak Bhagat, Shagun Uppal, Zhuyun Yin +1
We introduce MGP-VAE (Multi-disentangled-features Gaussian Processes Variational AutoEncoder), a variational autoencoder which uses Gaussian processes (GP) to model the latent spac…
A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths
Thomas Cass, Nengli Lim
Given a solution to a rough differential equation (RDE), a recent result [8] extends the classical Itö-Stratonovich formula and provides a closed-form expression for $\int Y \c…
Young-Stieltjes integrals with respect to Volterra covariance functions
Nengli Lim
Complementary regularity between the integrand and integrator is a well known condition for the integral to exist in the Riemann-Stieltjes sense.…