An Introduction to Sparse Stochastic Processes

By Michael A. Unser, Pouya Dehghani Tafti. 2014

157 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Jan Peters
2. Peter Buhlmann
3. Bernhard Schölkopf
4. Niklas Pfister
5. Marcelo C. Medeiros
6. Timo Teräsvirta

In Statistics and Probability

1. Bernhard Schölkopf
2. Jan Peters
3. Peter Buhlmann
4. Niklas Pfister
5. Dominik Janzing
6. David Lopez-Paz
7. Nicolai Meinshausen
8. Joris M. Mooij

Citations in the corpus

• Kernel‐based tests for joint independence (2016, methodology): “e dHSIC framework as a special case. We recover our dHSIC test statistic by choosing k(x,y) = Yd j=1 Z R eitj(xj−yj)g j(t j)dtj. (2.5) The choice of this kernel is justified by Bochner’s theorem (e.g. Unser and Tafti, 2014, Theorem B.1). Bochner’s Theorem Let fbe a bounded continuous function on Rd. ”