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stat.ML2025
Novelty detection on path space
Ioannis Gasteratos, Antoine Jacquier, Maud Lemercier +2
We frame novelty detection on path space as a hypothesis testing problem with signature-based test statistics. Using transportation-cost inequalities of Gasteratos and Jacquier (20…
stat.ML2024
Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals
Christian Holberg, Cristopher Salvi
We introduce a mathematically rigorous framework based on rough path theory to model stochastic spiking neural networks (SSNNs) as stochastic differential equations with event disc…