1 citations · 1 across the 6 of their papers we have counts for
Showing 2024Show all
2 papers · 1 filter
stat.ML2024★ 1 cited
Infinite-dimensional Mahalanobis Distance with Applications to Kernelized Novelty Detection
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
The Mahalanobis distance is a classical tool used to measure the covariance-adjusted distance between points in . In this work, we extend the concept of Mahalanobis distanc…
cs.LG2024
Lecture notes on rough paths and applications to machine learning
Thomas Cass, Cristopher Salvi
These notes expound the recent use of the signature transform and rough path theory in data science and machine learning. We develop the core theory of the signature from first pri…