Sig-Splines: universal approximation and convex calibration of time series generative models.
Magnus WiesePhillip MurrayRalf KornPublished in: CoRR (2023)
Keyphrases
- generative model
- probabilistic model
- closed form
- discriminative models
- mixture model
- em algorithm
- discriminative learning
- hierarchical hidden markov models
- prior knowledge
- conditional random fields
- maximum entropy principle
- semi supervised
- representational power
- generative and discriminative models
- expectation maximization
- topic models
- convex hull
- hidden variables
- image segmentation