Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series

11 November 2021

Papers citing "Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series"

5 / 5 papers shown

Title
Proper scoring rules for estimation and forecast evaluation Kartik Waghmare Johanna Ziegel AI4TS 33 0 0 02 Apr 2025
Efficient Training of Neural Stochastic Differential Equations by Matching Finite Dimensional Distributions Jianxin Zhang Josh Viktorov Doosan Jung Emily Pitler DiffM 43 0 0 04 Oct 2024
Non-adversarial training of Neural SDEs with signature kernel scores Zacharia Issa Blanka Horvath M. Lemercier C. Salvi AI4TS 40 24 0 25 May 2023
Differentiable Divergences Between Time Series Mathieu Blondel A. Mensch Jean-Philippe Vert AI4TS 40 38 0 16 Oct 2020
Soft-DTW: a Differentiable Loss Function for Time-Series Marco Cuturi Mathieu Blondel AI4TS 141 611 0 05 Mar 2017