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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Salvi, C
Weitere Verfasser: Lyons, T
Format: Abschlussarbeit
Sprache:English
Veröffentlicht: 2021
Schlagworte: