The Signature Kernel Is the Solution of a Goursat PDE
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Publication:5162619
DOI10.1137/20M1366794zbMath1479.60207arXiv2006.14794OpenAlexW3197219184MaRDI QIDQ5162619
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Publication date: 3 November 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.14794
Related Items (7)
A structure theorem for streamed information ⋮ A Fubini type theorem for rough integration ⋮ Weighted signature kernels ⋮ Signature asymptotics, empirical processes, and optimal transport ⋮ The Gaussian kernel on the circle and spaces that admit isometric embeddings of the circle ⋮ Signatures, Lipschitz-Free Spaces, and Paths of Persistence Diagrams ⋮ Gaussian kernels on nonsimply connected closed Riemannian manifolds are never positive definite
Uses Software
Cites Work
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