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
Digital Object Identifier: http://dx.doi.org/10.1137/20m1366794
Publication URI: http://dx.doi.org/10.1137/20m1366794
Type: Journal Article/Review
Parent Publication: SIAM Journal on Mathematics of Data Science
Issue: 3