Amortised inference of fractional Brownian motion with linear computational complexity.
Hippolyte VerdierFrançois LaurentChristian VestergaardJean-Baptiste MassonAlhassan CasséPublished in: CoRR (2022)
Keyphrases
- linear computational complexity
- fractional brownian motion
- long range
- random fields
- non stationary
- long range dependence
- linear complexity
- computational complexity
- fractal dimension
- financial markets
- bayesian networks
- information retrieval
- short term
- maximum entropy
- data mining techniques
- probabilistic model
- long term
- pairwise
- computer vision