David Saulpic

Terminal Dimension Reduction for Time Series with Applications

Alexander Munteanu, Matteo Russo, David Saulpic, Chris Schwiegelshohn

Terminal embeddings have emerged as a powerful tool for dimension reduction. Given a set of points $P\subset \mathbb{R}^d$, a terminal embedding is a mapping $f:\mathbb{R}^d\rightarrow \mathbb{R}^t$ that preserves the pairwise distance between any pair of points $p\in P$ and $q\i…Read more