Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons. Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. In Marc'Aurelio Ranzato, Alina Beygelzimer, Yann N. Dauphin, Percy Liang, Jennifer Wortman Vaughan, editors, Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual. pages 16635-16647, 2021. [doi]
Abstract is missing.