no code implementations • 12 Apr 2024 • Valentina Ghidini, Michael Multerer, Jacopo Quizi, Rohan Sen
This work introduces the definition of observation-specific explanations to assign a score to each data point proportional to its importance in the definition of the prediction process.
no code implementations • 8 Jul 2023 • Michael Multerer, Paul Schneider, Rohan Sen
We seek to extract a small number of representative scenarios from large and high-dimensional panel data that are consistent with sample moments.
no code implementations • 16 Jun 2023 • Davide Baroli, Helmut Harbrecht, Michael Multerer
Leveraging on the sparse representation of kernel matrices in samplet coordinates, this approach converges faster than the fast iterative shrinkage thresholding algorithm and is feasible for large-scale data.
no code implementations • 26 Oct 2022 • Wei Huang, Michelangelo Valsecchi, Michael Multerer
We employ the fully separable wavelet transform and multiwavelets to obtain the anisotropic features to feed to standard CNN classifiers.
no code implementations • 10 Oct 2021 • Damir Filipovic, Michael Multerer, Paul Schneider
We develop a new framework for embedding joint probability distributions in tensor product reproducing kernel Hilbert spaces (RKHS).
no code implementations • 7 Jul 2021 • Helmut Harbrecht, Michael Multerer
In this article, we introduce the concept of samplets by transferring the construction of Tausch-White wavelets to the realm of data.