SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data

Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons. SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 6233-6242, PMLR, 2021. [doi]

Authors

Maud Lemercier

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Cristopher Salvi

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Thomas Cass

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Edwin V. Bonilla

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Theodoros Damoulas

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Terry J. Lyons

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