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08/12/2021
Feature Engineering with Regularity Structures
We investigate the use of models from the theory of regularity structure...
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10/25/2018
Signature moments to characterize laws of stochastic processes
The normalized sequence of moments characterizes the law of any finite-d...
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06/01/2018
Persistence paths and signature features in topological data analysis
We introduce a new feature map for barcodes that arise in persistent hom...
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03/11/2016