On the Wiener Chaos Expansion of the Signature of a Gaussian Process (2022)

First Author: Rossi Ferrucci E
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://arxiv.org/abs/2207.08422

Type: Working Paper