Random Fourier signature features

DOI10.1137/23M1620478MaRDI QIDQ6996958zbMATH OpenFDO

Authors Csaba D. Tóth, Harald Oberhauser, Zoltán Szabó

Publication date 15 April 2025

Published in SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

zbMATH Keywords

concentration of measuresequential datasignature kerneltensor random projections

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Signatures and data streams (60L10)

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