106 citations · 290 across the 24 of their papers we have counts for
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stat.ML2023
Generative Modelling of Lévy Area for High Order SDE Simulation
Andraž Jelinčič, Jiajie Tao, William F. Turner +3
It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than (where h is the step size) requires 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…