The signature kernel is the solution of a Goursat PDE
Recently, there has been an increased interest in the development of kernel methods for learning with sequential data. The signature kernel is a learning tool with potential to handle irregularly sampled, multivariate time series. In "Kernels for sequentially ordered data" the authors intr...
| Main Authors: | , , , , |
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| Format: | Internet publication |
| Language: | English |
| Published: |
2020
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