General signature kernels
Suppose that γ and σ are two continuous bounded variation paths which take values in a finite-dimensional inner product space V. Recent papers have introduced the truncated and the untruncated signature kernel of γ and σ, and showed how these concepts can be used in classification and prediction tas...
| Main Authors: | , , |
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| Format: | Internet publication |
| Language: | English |
| Published: |
2021
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