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...
1. Verfasser: | Salvi, C |
---|---|
Weitere Verfasser: | Lyons, T |
Format: | Abschlussarbeit |
Sprache: | English |
Veröffentlicht: |
2021
|
Schlagworte: |
Ähnliche Einträge
Ähnliche Einträge
-
Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
von: Nejad, S
Veröffentlicht: (2018) -
Applications of stochastic analysis and algebra to machine
learning
von: Bonnier, POM
Veröffentlicht: (2023) -
System control and rough paths /
von: 386464 Lyons, Terry, et al.
Veröffentlicht: (2002) -
On neural differential equations
von: Kidger, P
Veröffentlicht: (2021) -
Order book models, signatures and numerical approximations of rough differential equations
von: Janssen, A
Veröffentlicht: (2012)