Search Results for author: Martin Tegner

Found 2 papers, 0 papers with code

A Bayesian take on option pricing with Gaussian processes

no code implementations7 Dec 2021 Martin Tegner, Stephen Roberts

Local volatility is a versatile option pricing model due to its state dependent diffusion coefficient.

Bayesian Inference Gaussian Processes

Sequential sampling of Gaussian process latent variable models

no code implementations13 Jul 2018 Martin Tegner, Benjamin Bloem-Reddy, Stephen Roberts

We consider the problem of inferring a latent function in a probabilistic model of data.

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