RoughPy: streaming data is rarely smooth
Rough path theory is a branch of mathematics arising out of stochastic analysis. One of the main tools of rough path analysis is the signature, which captures the evolution of an unparametrised path including the order in which events occur. This turns out to be a useful tool in data science applica...
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| Format: | Conference item |
| Language: | English |
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NumFOCUS - Insight Software Consortium (ITK)
2024
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