Sign in

Relaxing Equivariance Constraints with Non-stationary Continuous Filters.

Tycho F. A. van der OuderaaDavid W. RomeroMark van der Wilk
Published in: CoRR (2022)
Keyphrases
  • non stationary
  • adaptive algorithms
  • autoregressive
  • discrete valued
  • stock price
  • multiscale
  • edge detection
  • noise reduction
  • random fields
  • temporal evolution