SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data

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SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data

10 May 2021

Edwin V. Bonilla

Theodoros Damoulas

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Papers citing "SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data"

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Title
Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models Benjamin Walker Lingyi Yang Nicola Muca Cirone C. Salvi Terry Lyons AI4TS 80 0 0 23 May 2025
Koopman-Equivariant Gaussian Processes Petar Bevanda Max Beier Armin Lederer A. Capone Stefan Sosnowski Sandra Hirche AI4TS 102 2 0 10 Feb 2025
Log-PDE Methods for Rough Signature Kernels M. Lemercier Terry Lyons C. Salvi 183 2 0 01 Apr 2024
Theoretical Foundations of Deep Selective State-Space Models Nicola Muca Cirone Antonio Orvieto Benjamin Walker C. Salvi Terry Lyons Mamba 274 34 0 29 Feb 2024
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes Georg Manten Cecilia Casolo E. Ferrucci Søren Wengel Mogensen C. Salvi Niki Kilbertus CML BDL 244 12 0 28 Feb 2024
Non-adversarial training of Neural SDEs with signature kernel scores Zacharia Issa Blanka Horvath M. Lemercier C. Salvi AI4TS 116 26 0 25 May 2023
Koopman Kernel Regression Petar Bevanda Maximilian Beier Armin Lederer Stefan Sosnowski Eyke Hüllermeier Sandra Hirche AI4TS 84 16 0 25 May 2023
New directions in the applications of rough path theory Adeline Fermanian Terry Lyons James Morrill C. Salvi 144 16 0 09 Feb 2023
Efficient and Accurate Gradients for Neural SDEs Patrick Kidger James Foster Xuechen Li Terry Lyons DiffM 106 66 0 27 May 2021
A Primer on the Signature Method in Machine Learning I. Chevyrev Andrey Kormilitzin 510 218 0 11 Mar 2016