Videos

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Exact Sampling of Stochastic Differential Equations

Presenter
  • Jose Blanchet
July 9, 2021
ICERM

Controlled Rough Paths Revisited

Presenter
  • Bruce Driver
July 9, 2021
ICERM

Stochastic gradient descent for noise with ML-type scaling

Presenter
  • Stephan Wojtowytsch
July 9, 2021
ICERM

espilon-Strong Simulation of Stochastic Differential Equations Driven by Levy Processes

Presenter
  • Jing Dong
July 9, 2021
ICERM

Signatures, tensor decompositions, and nonlinear algebra

Presenter
  • Anna Seigal
July 9, 2021
ICERM

Tutorial: Two transforms for signature features

Presenter
  • Yue Wu
July 8, 2021
ICERM

Tutorial: Action recognition from landmark data

Presenter
  • Kevin Schlegel
July 8, 2021
ICERM

Signature kernels and expected signatures

Presenter
  • Thomas Cass
July 8, 2021
ICERM

Framing RNN as a kernel method: A neural ODE approach

Presenter
  • Adeline Fermanian
July 8, 2021
ICERM

Tutorial: Path recovery from signature feature representation

Presenter
  • Weixin Yang
July 8, 2021
ICERM

Distribution Regression for Sequential Data

Presenter
  • Maud Lemercier
July 7, 2021
ICERM

Tutorial: Kernels and Signatures

Presenter
  • Cristopher Salvi
July 7, 2021
ICERM