Learning with Signatures

DOI10.1007/978-3-030-47756-1_4zbMath1444.62142OpenAlexW3036690558MaRDI QIDQ3300622

Gérard Biau, Adeline Fermanian

Publication date: 29 July 2020

Published in: Functional and High-Dimensional Statistics and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-47756-1_4

zbMATH Keywords

rough path theorysequential learning

Mathematics Subject Classification ID

Functional data analysis (62R10) Learning and adaptive systems in artificial intelligence (68T05) Sequential estimation (62L12) Applications of rough analysis (60L90)

Related Items (1)

Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition

Uses Software

• GitHub
• Quick Draw Dataset

Cites Work

• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Uniqueness for the signature of a path of bounded variation and the reduced path group
• Differential equations driven by rough signals
• Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
• Multidimensional Stochastic Processes as Rough Paths

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