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]

@inproceedings{LemercierSCBDL21,
  title = {SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data},
  author = {Maud Lemercier and Cristopher Salvi and Thomas Cass and Edwin V. Bonilla and Theodoros Damoulas and Terry J. Lyons},
  year = {2021},
  url = {http://proceedings.mlr.press/v139/lemercier21a.html},
  researchr = {https://researchr.org/publication/LemercierSCBDL21},
  cites = {0},
  citedby = {0},
  pages = {6233-6242},
  booktitle = {Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event},
  editor = {Marina Meila and Tong Zhang 0001},
  volume = {139},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}