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Found 5 papers, 1 papers with code
Lecture notes on rough paths and applications to machine learning
These notes expound the recent use of the signature transform and rough path theory in data science and machine learning.
Novelty Detection on Radio Astronomy Data using Signatures
We demonstrate how SigNova improves the detection of various types of RFI (e. g., broadband and narrowband) in time-frequency visibility data.
Generative Modelling of Lévy Area for High Order SDE Simulation
In this paper, we propose L\'{e}vyGAN, a deep-learning-based model for generating approximate samples of L\'{e}vy area conditional on a Brownian increment.
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data
Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention.
The Signature Kernel is the solution of a Goursat PDE
Recently, there has been an increased interest in the development of kernel methods for learning with sequential data.
