2 papers
cs.LG2026
Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs
Benjamin Walker, Alexandre Bloch, Lingyi Yang +2
Continuous-time models are a natural choice for irregular and asynchronous data. A central design choice is how to embed discrete observations into continuous time. Interpolation-…
stat.ML2026
The Exponentially Weighted Signature
Alexandre Bloch, Samuel N. Cohen, Terry Lyons +2
The signature is a canonical representation of a multidimensional path over an interval. However, it treats all historical information uniformly, offering no intrinsic mechanism fo…