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...
Κύριος συγγραφέας: | Salvi, C |
---|---|
Άλλοι συγγραφείς: | Lyons, T |
Μορφή: | Thesis |
Γλώσσα: | English |
Έκδοση: |
2021
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Θέματα: |
Παρόμοια τεκμήρια
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Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
ανά: Nejad, S
Έκδοση: (2018) -
Applications of stochastic analysis and algebra to machine
learning
ανά: Bonnier, POM
Έκδοση: (2023) -
System control and rough paths /
ανά: 386464 Lyons, Terry, κ.ά.
Έκδοση: (2002) -
On neural differential equations
ανά: Kidger, P
Έκδοση: (2021) -
Order book models, signatures and numerical approximations of rough differential equations
ανά: Janssen, A
Έκδοση: (2012)