3 accepted papers
Data is the driving force of machine learning, with the amount and quality of training data often being more important for the performance of a system than architecture and training details. But collecting, processing and annotating real data at scale is difficult, expensive, and frequently raises a…
The ability to capture Long Range Dependence (LRD) in a stochastic process is of prime importance in the context of predictive models. A sequential model with a longer-term memory is better able contextualize recent observations. In this article, we apply the theory of LRD stochastic processes to mo…
Sampling at random timestamps, long range dependencies, and scale hamper standard meth- ods for multivariate time series analysis. In this paper we present a novel estimator for cross-covariance of randomly observed time series which unravels the dynamics of an unobserved stochastic process. We anal…