The Signature Kernel is the solution of a Goursat PDE

26 June 2020

Papers citing "The Signature Kernel is the solution of a Goursat PDE"

9 / 9 papers shown

Title
Efficient Training of Neural Stochastic Differential Equations by Matching Finite Dimensional Distributions Jianxin Zhang Josh Viktorov Doosan Jung Emily Pitler DiffM 138 0 0 04 Oct 2024
Signature Isolation Forest Guillaume Staerman M. Campi Gareth W. Peters Tomoko Matsui 234 0 0 07 Mar 2024
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes Georg Manten Cecilia Casolo E. Ferrucci Søren Wengel Mogensen C. Salvi Niki Kilbertus CML BDL 123 11 0 28 Feb 2024
A generative adversarial network approach to calibration of local stochastic volatility models Christa Cuchiero Wahid Khosrawi Josef Teichmann GAN 93 69 0 05 May 2020
Neural Stochastic Differential Equations: Deep Latent Gaussian Models in the Diffusion Limit Belinda Tzen Maxim Raginsky DiffM 104 207 0 23 May 2019
Deep Signature Transforms Patrick Kidger Patrick Kidger Imanol Perez Arribas C. Salvi Terry Lyons SLR 99 127 0 21 May 2019
A signature-based machine learning model for bipolar disorder and borderline personality disorder Imanol Perez Arribas K. Saunders G. Goodwin Terry Lyons 100 98 0 22 Jul 2017
Developing the Path Signature Methodology and its Application to Landmark-based Human Action Recognition Weixin Yang Terry Lyons Hao Ni Cordelia Schmid Lianwen Jin 124 50 0 13 Jul 2017
Convergence Rates of Inexact Proximal-Gradient Methods for Convex Optimization Mark Schmidt Nicolas Le Roux Francis R. Bach 134 582 0 12 Sep 2011