1 code implementation • 11 Oct 2022 • Felipe Tobar, Elsa Cazelles, Taco de Wolff
We present a computationally-efficient strategy to initialise the hyperparameters of a Gaussian process (GP) avoiding the computation of the likelihood function.
no code implementations • NeurIPS 2021 • Elsa Cazelles, Felipe Tobar, Joaquín Fontbona
We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020).
1 code implementation • 11 Dec 2019 • Elsa Cazelles, Arnaud Robert, Felipe Tobar
The WF distance operates by calculating the Wasserstein distance between the (normalised) power spectral densities (NPSD) of time series.