Learning with signatures
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Publication:3300622
DOI10.1007/978-3-030-47756-1_4zbMATH Open1444.62142OpenAlexW3036690558MaRDI QIDQ3300622FDOQ3300622
Authors: Gérard Biau, Adeline Fermanian
Publication date: 29 July 2020
Published in: Functional and High-Dimensional Statistics and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-47756-1_4
Recommendations
Learning and adaptive systems in artificial intelligence (68T05) Sequential estimation (62L12) Functional data analysis (62R10) Applications of rough analysis (60L90)
Cites Work
- Differential equations driven by rough signals
- Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Uniqueness for the signature of a path of bounded variation and the reduced path group
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
Cited In (8)
- Embedding and learning with signatures
- Learning paths from signature tensors
- On Signatures of Knowledge
- Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions
- Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition
- Algorithm 1004: the iisignature library: efficient calculation of iterated-integral signatures and log signatures
- The signature kernel is the solution of a Goursat PDE
- Weighted signature kernels
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