Sparse Signature Coefficient Recovery via Kernels

Central to rough path theory is the signature transform of a path, an infinite series of tensors given by the iterated integrals of the underlying path. The signature poses an effective way to capture sequentially ordered information, thanks both to its rich analytic and algebraic properties as well...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2024-12
Hauptverfasser:	Shmelev, Daniil, Salvi, Cristopher
Format:	Artikel
Sprache:	eng
Schlagworte:	Effectiveness Infinite series Integrals Tensors
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!