4 code implementations • 11 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.
no code implementations • 1 Jun 2018 • Ilya Chevyrev, Vidit Nanda, Harald Oberhauser
We introduce a new feature map for barcodes that arise in persistent homology computation.
1 code implementation • 25 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.
1 code implementation • 12 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.