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...

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Dettagli Bibliografici
Autore principale:	Salvi, C
Altri autori:	Lyons, T
Natura:	Tesi
Lingua:	English
Pubblicazione:	2021
Soggetti:	Machine learning Stochastic analysis

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