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01/29/2023
Kernelized Cumulants: Beyond Kernel Mean Embeddings
In ℝ^d, it is well-known that cumulants provide an alternative to moment...
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11/11/2021
Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series
Many forecasts consist not of point predictions but concern the evolutio...
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06/12/2020
Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections
Sequential data such as time series, video, or text can be challenging t...
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08/18/2019
Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
The sequence of so-called signature moments describes the laws of many s...
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05/21/2019