On the Wiener Chaos Expansion of the Signature of a Gaussian Process (2022)
Attributed to:
Unparameterised multi-modal data, high order signatures, and the mathematics of data science
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2207.08422
Publication URI: https://arxiv.org/abs/2207.08422
Type: Preprint