Rough paths, kernels, differential equations and an algebra of functions on streams

Rough paths, kernels, differential equations and an algebra of functions on streams

<p>This thesis is organised in the following four chapters. Appendix A provides asummary of rough path theory.</p> <p>Chapter 1: Recently, there has been an increased interest in the development of kernel methods for learning with sequential data.The signature kernel is a learning...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur:	Salvi, C
Awduron Eraill:	Lyons, T
Fformat:	Traethawd Ymchwil
Iaith:	English
Cyhoeddwyd:	2021
Pynciau:	Machine learning Stochastic analysis

Eitemau Tebyg

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