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