Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes.
Cristopher SalviMaud LemercierChong LiuBlanka HovarthTheodoros DamoulasTerry J. LyonsPublished in: CoRR (2021)
Keyphrases
- stochastic processes
- higher order
- stochastic process
- random fields
- probability distribution
- markov random field
- markov processes
- pairwise
- random variables
- conditional random fields
- hilbert space
- kernel function
- dynamic bayesian networks
- continuous time bayesian networks
- dimensionality reduction
- low dimensional
- support vector
- energy function
- sparse representation
- reproducing kernel hilbert space
- non stationary
- state space