18 citations · 20 across the 5 of their papers we have counts for
4 papers · 1 filter
Closed-form Filtering for Non-linear Systems
Théophile Cantelobre, Carlo Ciliberto, Benjamin Guedj +1
Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for…
Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models
Anant Raj, Umut Şimşekli, Alessandro Rudi
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages…
Near-optimal estimation of smooth transport maps with kernel sums-of-squares
Boris Muzellec, Adrien Vacher, Francis Bach +2
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error up…
On the Sample Complexity of Subspace Learning
Alessandro Rudi, Guille D. Canas, Lorenzo Rosasco
A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support est…