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The Signature Kernel is the solution of a Goursat PDE (2021)

First Author: Salvi C

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://epubs.siam.org/doi/10.1137/20M1366794

Type: Journal Article/Review

Volume: 3

Parent Publication: SIAM Journal on Mathematics of Data Science

Issue: 3