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: | Cass, T, Lyons, T, Xu, X |
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Format: | Journal article |
Language: | English |
Published: |
Institute of Mathematical Statistics
2024
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