11 citations · 33 across the 12 of their papers we have counts for
Showing 2021 · stat.MLShow all
2 papers · 2 filters
stat.ML2021★ 7 cited
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes
Cristopher Salvi, Maud Lemercier, Chong Liu +3
Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. t…
stat.ML2021★ 3 cited
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data
Maud Lemercier, Cristopher Salvi, Thomas Cass +3
Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop Sig…