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Fair Streaming Principal Component Analysis: Statistical and Algorithmic Viewpoint Junghyun Lee Hanseul Cho
Neural Information Processing Systems
Often, one needs to consider fairness for a large number of high-dimensional data points.
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Normalizing Kalman Filters for Multivariate Time Series Analysis Emmanuel de Bézenac
Neural Information Processing Systems
This paper tackles the modelling of large, complex and multivariate time series panels in a probabilistic setting. To this extent, we present a novel approach reconciling classical state space models with deep learning methods.
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