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...
Egile nagusia: | Salvi, C |
---|---|
Beste egile batzuk: | Lyons, T |
Formatua: | Thesis |
Hizkuntza: | English |
Argitaratua: |
2021
|
Gaiak: |
Antzeko izenburuak
-
Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
nork: Nejad, S
Argitaratua: (2018) -
Applications of stochastic analysis and algebra to machine
learning
nork: Bonnier, POM
Argitaratua: (2023) -
System control and rough paths /
nork: 386464 Lyons, Terry, et al.
Argitaratua: (2002) -
On neural differential equations
nork: Kidger, P
Argitaratua: (2021) -
Order book models, signatures and numerical approximations of rough differential equations
nork: Janssen, A
Argitaratua: (2012)