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...

Fuld beskrivelse

Bibliografiske detaljer
Hovedforfatter:	Salvi, C
Andre forfattere:	Lyons, T
Format:	Thesis
Sprog:	English
Udgivet:	2021
Fag:	Machine learning Stochastic analysis

Lignende værker

Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
af: Nejad, S
Udgivet: (2018)

Applications of stochastic analysis and algebra to machine learning
af: Bonnier, POM
Udgivet: (2023)

System control and rough paths /
af: 386464 Lyons, Terry, et al.
Udgivet: (2002)

On neural differential equations
af: Kidger, P
Udgivet: (2021)

Order book models, signatures and numerical approximations of rough differential equations
af: Janssen, A
Udgivet: (2012)

Multidimensional stochastic processes as rough paths : theory and applications /
af: 400294 Friz, Peter K., et al.
Udgivet: (2010)

The signature of a rough path: uniqueness
af: Geng, X
Udgivet: (2015)

Differential Equations Driven by Rough Paths [electronic resource]: Ecole d'ete de Probabilites de Saint-Flour XXXIV - 2004/
af: 357343 Lyons, Terry J., et al.
Udgivet: (2007)

Upper central exponent of linear stochastic differential algebraic equations of index 1
af: NGUYEN Thi The
Udgivet: (2022-12-01)

Roughness properties of paths and signals
af: Das, P
Udgivet: (2022)

Numerical methods for approximating solutions to rough differential equations
af: Gyurko, L
Udgivet: (2008)

Stochastic Runge-Kutta method for stochastic delay differential equations /
af: Norhayati Rosli, 1981-
Udgivet: (2012)

Stochastic Runge-Kutta method for stochastic delay differential equations /
af: Norhayati Rosli, 1981-, et al.
Udgivet: (2012)

State Equations in Stochastic Process Algebra Models
af: Jie Ding, et al.
Udgivet: (2019-01-01)

Rough paths, signatures and the modelling of functions on streams
af: Lyons, T
Udgivet: (2014)

Characteristic functions of path signatures and applications
af: Chevyrev, I
Udgivet: (2015)

Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
af: Priya Nair, et al.
Udgivet: (2021-11-01)

Algebraic and stochastic coding theory /
af: Kythe, Dave K., et al.
Udgivet: (2012)

Rough differential equations with path-dependent coefficients
af: Ananova, A
Udgivet: (2020)

Differential Equations driven by Π-rough paths
af: Gyurkó, L
Udgivet: (2012)

Machine learning stochastic differential equations for the evolution of order parameters of classical many-body systems in and out of equilibrium
af: Francesco Carnazza, et al.
Udgivet: (2024-01-01)

Numerical approximations for stochastic differential equations
af: Foster, JM
Udgivet: (2020)

Stochastic functional differential equations /
af: 407678 Mohammed, S. E. A.
Udgivet: (1984)

The Quantum Path Kernel: A Generalized Neural Tangent Kernel for Deep Quantum Machine Learning
af: Massimiliano Incudini, et al.
Udgivet: (2023-01-01)

Stochastic integration and differential equations /
af: 195372 Protter, Philip E.
Udgivet: (2005)

Introduction to stochastic differential equations /
af: 383038 Grad, T. C.
Udgivet: (1988)

Stochastic differential equations /
af: Gihman, Iosif Il'ich
Udgivet: (1972)

Information path functional and informational macrodynamics /
af: Lerner, Vladimir S., 1931-
Udgivet: (c201)

Differential structure and flow equations on rough path space
af: Qian, Z, et al.
Udgivet: (2011)

Differential structure and flow equations on rough path space
af: Qian, Z, et al.
Udgivet: (2011)

Assessing non-convex value functions for the optimal control of stochastic differential equations
af: Elmer Lévano, et al.
Udgivet: (2022-03-01)

Stochastic differential equations and applications /
af: 361850 Friedman, Avner
Udgivet: (1975)

Stochastic differential equations and applications /
af: 361850 Friedman, Avner
Udgivet: (2003)

Stochastic differential equations and applications /
af: 188350 Mao, Xuerong
Udgivet: (2008)

Newton's method for stochastic functional differential equations
af: Monika Wrzosek
Udgivet: (2012-08-01)

Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations /
af: 272186 Kotelenez, Peter
Udgivet: (2008)

Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems
af: Andrés González-Zumba, et al.
Udgivet: (2020-08-01)

Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations
af: Xiuyan Li, et al.
Udgivet: (2023-01-01)

Stochastic stability of differential equations : translated by D. Louvish /
af: Has'minskii, R. Z., et al.
Udgivet: (1980)

Numerical solution of stochastic differential equations /
af: 235037 Kloeden, Peter E., et al.
Udgivet: (1992)