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...
Autor Principal: | Salvi, C |
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Outros autores: | Lyons, T |
Formato: | Thesis |
Idioma: | English |
Publicado: |
2021
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Subjects: |
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