Real data is noisy but HiPPO assumes it's clean. Our UnHiPPO initialization resists noise with implicit Kalman filtering and makes SSMs robust without architecture changes.
Learn more at our #ICML poster: Thu 11am E-2409
Paper: openreview.net/forum?id=U8G...
Code: github.com/martenlienen...
martenlienen.com/blog/what-is...
A summary of my basic understanding of SDEs, Ito and Stratonovich integrals that I gathered from the great book Applied Stochastic Differential Equations
#math #machinelearning