The signature kernel is the solution of a Goursat PDE
Recently, there has been an increased interest in the development of kernel methods for learning with sequential data. The signature kernel is a learning tool with potential to handle irregularly sampled, multivariate time series. In "Kernels for sequentially ordered data" the authors intr...
| Автори: | , , , , |
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| Формат: | Journal article |
| Мова: | English |
| Опубліковано: |
Society for Industrial and Applied Mathematics
2021
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