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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Autore principale: Salvi, C
Altri autori: Lyons, T
Natura: Tesi
Lingua:English
Pubblicazione: 2021
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