Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes.
Cristopher SalviMaud LemercierChong LiuBlanka HorvathTheodoros DamoulasTerry J. LyonsPublished in: NeurIPS (2021)
Keyphrases
- stochastic processes
- higher order
- stochastic process
- random fields
- probability distribution
- markov processes
- markov random field
- random variables
- kernel function
- pairwise
- hilbert space
- continuous time bayesian networks
- vector space
- dynamic bayesian networks
- conditional random fields
- low dimensional
- transfer learning
- image processing
- support vector