Search Results for author: Ilya Chevyrev

Found 4 papers, 3 papers with code

Feature Engineering with Regularity Structures

1 code implementation12 Aug 2021 Ilya Chevyrev, Andris Gerasimovics, Hendrik Weber

We apply these algorithms in several numerical experiments designed to learn solutions to PDEs with a given forcing and boundary data.

Feature Engineering

Signature moments to characterize laws of stochastic processes

1 code implementation25 Oct 2018 Ilya Chevyrev, Harald Oberhauser

This allows us to derive a metric of maximum mean discrepancy type for laws of stochastic processes and study the topology it induces on the space of laws of stochastic processes.

A Primer on the Signature Method in Machine Learning

4 code implementations11 Mar 2016 Ilya Chevyrev, Andrey Kormilitzin

We have chosen to focus in detail on the principle properties of the signature which we believe are fundamental to understanding its role in applications.

BIG-bench Machine Learning

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