Weighted signature kernels
Suppose that γ and σ are two continuous bounded variation paths which take values in a finite-dimensional inner product space V. The recent papers respectively introduced the truncated and the untruncated signature kernel of γ and σ, and showed how these concepts can be used in classification and pr...
| Main Authors: | , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2024
|