Global universal approximation of functional input maps on weighted spaces
Cameron-Martin spacefunctional input neural networksGaussian processmachine learningnon-anticipative path functionalsreproducing kernel Hilbert spacerough pathssignatureStone-Weierstrass theoremuniversal approximationweighted spaces
Lipschitz (Hölder) classes (26A16) Calculus of functions taking values in infinite-dimensional spaces (26E20) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Weighted approximation (41A81) Spaces of vector- and operator-valued functions (46E40) Signatures and data streams (60L10) Artificial neural networks and deep learning (68T07)
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