2 code implementations • 8 May 2023 • Darrick Lee, Harald Oberhauser
The signature kernel is a positive definite kernel for sequential data.
1 code implementation • 27 May 2022 • Csaba Toth, Darrick Lee, Celia Hacker, Harald Oberhauser
This results in a novel tensor-valued graph operator, which we call the hypo-elliptic graph Laplacian.
1 code implementation • 2 Jul 2020 • Darrick Lee, Robert Ghrist
We lift the theory of path signatures to the setting of Lie group valued time series, adapting these tools for time series with underlying geometric constraints.