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...

書誌詳細
第一著者:	Salvi, C
その他の著者:	Lyons, T
フォーマット:	学位論文
言語:	English
出版事項:	2021
主題:	Machine learning Stochastic analysis

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