Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Kannan, Harish"'
In this paper we study supervised learning tasks on the space of probability measures. We approach this problem by embedding the space of probability measures into $L^2$ spaces using the optimal transport framework. In the embedding spaces, regular m
Externí odkaz:
http://arxiv.org/abs/2201.10590
We propose the use of low bit-depth Sigma-Delta and distributed noise-shaping methods for quantizing the Random Fourier features (RFFs) associated with shift-invariant kernels. We prove that our quantized RFFs -- even in the case of $1$-bit quantizat
Externí odkaz:
http://arxiv.org/abs/2106.02614
Autor:
Samal, Areejit, Pharasi, Hirdesh K., Ramaia, Sarath Jyotsna, Kannan, Harish, Saucan, Emil, Jost, Jürgen, Chakraborti, Anirban
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have often been
Externí odkaz:
http://arxiv.org/abs/2009.12335
Publikováno v:
Scientific Reports, 9-13817 (2019)
Topological data analysis can reveal higher-order structure beyond pairwise connections between vertices in complex networks. We present a new method based on discrete Morse theory to study topological properties of unweighted and undirected networks
Externí odkaz:
http://arxiv.org/abs/1901.00395
While semi-active suspensions help improve the ride comfort and road holding capacity of the vehicle, they tend to be reactive in nature and thus leave a lot of room for improvement. Incorporating road preview data allows these suspensions to become
Externí odkaz:
https://hdl.handle.net/10919/119190
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Samal, Areejit, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia, Kannan, Harish, Saucan, Emil, Jost, Jürgen, Anirban Chakraborti
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have often been
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::006460f97980f700a1030183a3442d69
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
Sampling Theory, Signal Processing, and Data Analysis; June 2023, Vol. 21 Issue: 1
