Rough paths, kernels, differential equations and an algebra of functions on streams

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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Salvi, C
अन्य लेखक:	Lyons, T
स्वरूप:	थीसिस
भाषा:	English
प्रकाशित:	2021
विषय:	Machine learning Stochastic analysis

समान संसाधन

Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
द्वारा: Nejad, S
प्रकाशित: (2018)

Applications of stochastic analysis and algebra to machine learning
द्वारा: Bonnier, POM
प्रकाशित: (2023)

System control and rough paths /
द्वारा: 386464 Lyons, Terry, और अन्य
प्रकाशित: (2002)

On neural differential equations
द्वारा: Kidger, P
प्रकाशित: (2021)

Order book models, signatures and numerical approximations of rough differential equations
द्वारा: Janssen, A
प्रकाशित: (2012)

Multidimensional stochastic processes as rough paths : theory and applications /
द्वारा: 400294 Friz, Peter K., और अन्य
प्रकाशित: (2010)

The signature of a rough path: uniqueness
द्वारा: Geng, X
प्रकाशित: (2015)

Differential Equations Driven by Rough Paths [electronic resource]: Ecole d'ete de Probabilites de Saint-Flour XXXIV - 2004/
द्वारा: 357343 Lyons, Terry J., और अन्य
प्रकाशित: (2007)

Upper central exponent of linear stochastic differential algebraic equations of index 1
द्वारा: NGUYEN Thi The
प्रकाशित: (2022-12-01)

Roughness properties of paths and signals
द्वारा: Das, P
प्रकाशित: (2022)

Numerical methods for approximating solutions to rough differential equations
द्वारा: Gyurko, L
प्रकाशित: (2008)

Stochastic Runge-Kutta method for stochastic delay differential equations /
द्वारा: Norhayati Rosli, 1981-
प्रकाशित: (2012)

Stochastic Runge-Kutta method for stochastic delay differential equations /
द्वारा: Norhayati Rosli, 1981-, और अन्य
प्रकाशित: (2012)

State Equations in Stochastic Process Algebra Models
द्वारा: Jie Ding, और अन्य
प्रकाशित: (2019-01-01)

Rough paths, signatures and the modelling of functions on streams
द्वारा: Lyons, T
प्रकाशित: (2014)

Characteristic functions of path signatures and applications
द्वारा: Chevyrev, I
प्रकाशित: (2015)

Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
द्वारा: Priya Nair, और अन्य
प्रकाशित: (2021-11-01)

Algebraic and stochastic coding theory /
द्वारा: Kythe, Dave K., और अन्य
प्रकाशित: (2012)

Rough differential equations with path-dependent coefficients
द्वारा: Ananova, A
प्रकाशित: (2020)

Differential Equations driven by Π-rough paths
द्वारा: Gyurkó, L
प्रकाशित: (2012)

Machine learning stochastic differential equations for the evolution of order parameters of classical many-body systems in and out of equilibrium
द्वारा: Francesco Carnazza, और अन्य
प्रकाशित: (2024-01-01)

Numerical approximations for stochastic differential equations
द्वारा: Foster, JM
प्रकाशित: (2020)

Stochastic functional differential equations /
द्वारा: 407678 Mohammed, S. E. A.
प्रकाशित: (1984)

The Quantum Path Kernel: A Generalized Neural Tangent Kernel for Deep Quantum Machine Learning
द्वारा: Massimiliano Incudini, और अन्य
प्रकाशित: (2023-01-01)

Stochastic integration and differential equations /
द्वारा: 195372 Protter, Philip E.
प्रकाशित: (2005)

Introduction to stochastic differential equations /
द्वारा: 383038 Grad, T. C.
प्रकाशित: (1988)

Stochastic differential equations /
द्वारा: Gihman, Iosif Il'ich
प्रकाशित: (1972)

Information path functional and informational macrodynamics /
द्वारा: Lerner, Vladimir S., 1931-
प्रकाशित: (c201)

Differential structure and flow equations on rough path space
द्वारा: Qian, Z, और अन्य
प्रकाशित: (2011)

Differential structure and flow equations on rough path space
द्वारा: Qian, Z, और अन्य
प्रकाशित: (2011)

Assessing non-convex value functions for the optimal control of stochastic differential equations
द्वारा: Elmer Lévano, और अन्य
प्रकाशित: (2022-03-01)

Stochastic differential equations and applications /
द्वारा: 361850 Friedman, Avner
प्रकाशित: (1975)

Stochastic differential equations and applications /
द्वारा: 361850 Friedman, Avner
प्रकाशित: (2003)

Stochastic differential equations and applications /
द्वारा: 188350 Mao, Xuerong
प्रकाशित: (2008)

Newton's method for stochastic functional differential equations
द्वारा: Monika Wrzosek
प्रकाशित: (2012-08-01)

Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations /
द्वारा: 272186 Kotelenez, Peter
प्रकाशित: (2008)

Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems
द्वारा: Andrés González-Zumba, और अन्य
प्रकाशित: (2020-08-01)

Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations
द्वारा: Xiuyan Li, और अन्य
प्रकाशित: (2023-01-01)

Stochastic stability of differential equations : translated by D. Louvish /
द्वारा: Has'minskii, R. Z., और अन्य
प्रकाशित: (1980)

Numerical solution of stochastic differential equations /
द्वारा: 235037 Kloeden, Peter E., और अन्य
प्रकाशित: (1992)