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stat.ML2025
Local regression on path spaces with signature metrics
Christian Bayer, Davit Gogolashvili, Luca Pelizzari
We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path…
stat.ML2022
Locally Smoothed Gaussian Process Regression
Davit Gogolashvili, Bogdan Kozyrskiy, Maurizio Filippone
We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions fro…