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...
Auteur principal: | Salvi, C |
---|---|
Autres auteurs: | Lyons, T |
Format: | Thèse |
Langue: | English |
Publié: |
2021
|
Sujets: |
Documents similaires
Differential structure and flow equations on rough path space
par: Qian, Z, et autres
Publié: (2011)
par: Qian, Z, et autres
Publié: (2011)
Documents similaires
-
Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
par: Nejad, S
Publié: (2018) -
Applications of stochastic analysis and algebra to machine
learning
par: Bonnier, POM
Publié: (2023) -
System control and rough paths /
par: 386464 Lyons, Terry, et autres
Publié: (2002) -
On neural differential equations
par: Kidger, P
Publié: (2021) -
Order book models, signatures and numerical approximations of rough differential equations
par: Janssen, A
Publié: (2012)