Distribution regression for sequential data by Lemercier, M, Salvi, C, Damoulas, T, Bonilla, EV, Lyons, T

“…We provide theoretical results on the universality of both approaches and demonstrate empirically their robustness to irregularly sampled multivariate time-series, achieving state-of-the-art performance on both synthetic and real-world examples from thermodynamics, mathematical finance and agricultural science.…”