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math.ST2025
Cardinality Sparsity: Applications in Matrix-Matrix Multiplications and Machine Learning
Ali Mohades, Johannes Lederer
High-dimensional data has become ubiquitous across the sciences but presents computational and statistical challenges. A common approach to addressing these challenges is through s…
math.ST2025
Regularized Learning for Fractional Brownian Motion via Path Signatures
Ali Mohaddes, Francesco Iafrate, Johannes Lederer
Fractional Brownian motion (fBm) extends classical Brownian motion by introducing dependence between increments, governed by the Hurst parameter . Unlike traditional Br…