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stat.ML2025
Simulation-based inference via telescoping ratio estimation for trawl processes
Dan Leonte, Raphaël Huser, Almut E. D. Veraart
The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussi…
stat.ML2025
Learning with Expected Signatures: Theory and Applications
Lorenzo Lucchese, Mikko S. Pakkanen, Almut E. D. Veraart
The expected signature maps a collection of data streams to a lower dimensional representation, with a remarkable property: the resulting feature tensor can fully characterize the…