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Bayesian Learning from Sequential Data using Gaussian Processes with
  Signature Covariances
v1v2 (latest)

Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances

19 June 2019
Csaba Tóth
Harald Oberhauser
ArXiv (abs)PDFHTMLGithub (47★)

Papers citing "Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances"

5 / 5 papers shown
Title
Wasserstein-Splitting Gaussian Process Regression for Heterogeneous
  Online Bayesian Inference
Wasserstein-Splitting Gaussian Process Regression for Heterogeneous Online Bayesian Inference
Michael E. Kepler
Alec Koppel
Amrit Singh Bedi
D. Stilwell
28
3
0
26 Jul 2021
Neural SDEs as Infinite-Dimensional GANs
Neural SDEs as Infinite-Dimensional GANs
Patrick Kidger
James Foster
Xuechen Li
Harald Oberhauser
Terry Lyons
DiffM
62
154
0
06 Feb 2021
A Generalised Signature Method for Multivariate Time Series Feature
  Extraction
A Generalised Signature Method for Multivariate Time Series Feature Extraction
James Morrill
Adeline Fermanian
Patrick Kidger
Terry Lyons
86
14
0
01 Jun 2020
Neural Controlled Differential Equations for Irregular Time Series
Neural Controlled Differential Equations for Irregular Time Series
Patrick Kidger
James Morrill
James Foster
Terry Lyons
AI4TS
133
483
0
18 May 2020
Consistent Online Gaussian Process Regression Without the Sample
  Complexity Bottleneck
Consistent Online Gaussian Process Regression Without the Sample Complexity Bottleneck
Alec Koppel
Hrusikesha Pradhan
K. Rajawat
34
32
0
23 Apr 2020
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