Signature moments to characterize laws of stochastic processes

25 October 2018

Papers citing "Signature moments to characterize laws of stochastic processes"

14 / 14 papers shown

Title
High Rank Path Development: an approach of learning the filtration of stochastic processes Jiajie Tao Hao Ni Chong Liu 21 0 0 23 May 2024
Signature Isolation Forest Guillaume Staerman M. Campi Gareth W. Peters Tomoko Matsui 53 0 0 07 Mar 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 44 8 0 28 Feb 2024
PCF-GAN: generating sequential data via the characteristic function of measures on the path space Hang Lou Siran Li Hao Ni AI4TS 41 10 0 21 May 2023
G-Signatures: Global Graph Propagation With Randomized Signatures Bernhard Schafl Lukas Gruber Johannes Brandstetter Sepp Hochreiter 22 2 0 17 Feb 2023
Kernelized Cumulants: Beyond Kernel Mean Embeddings Patric Bonnier Harald Oberhauser Zoltan Szabo 33 5 0 29 Jan 2023
Signature-based validation of real-world economic scenarios Hervé Andrès Alexandre Boumezoued B. Jourdain 26 5 0 02 Aug 2022
A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces George Wynne Mikolaj Kasprzak Andrew B. Duncan 25 4 0 09 Jun 2022
Capturing Graphs with Hypo-Elliptic Diffusions Csaba Tóth Darrick Lee Celia Hacker Harald Oberhauser 21 12 0 27 May 2022
Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes Fabian Germ Marc Sabate Vidales DiffM 23 0 0 01 Apr 2022
Sig-Wasserstein GANs for Time Series Generation Hao Ni Lukasz Szpruch Marc Sabate Vidales Baoren Xiao Magnus Wiese Shujian Liao SyDa AI4TS 19 73 0 01 Nov 2021
Feature Engineering with Regularity Structures I. Chevyrev A. Gerasimovičs H. Weber 30 10 0 12 Aug 2021
Neural Controlled Differential Equations for Irregular Time Series Patrick Kidger James Morrill James Foster Terry Lyons AI4TS 25 451 0 18 May 2020
A Kernel Test of Goodness of Fit Kacper P. Chwialkowski Heiko Strathmann Arthur Gretton BDL 109 324 0 09 Feb 2016