DeepAI AI Chat

The Signature Kernel

05/08/2023

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by Darrick Lee, et al.

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The signature kernel is a positive definite kernel for sequential data. It inherits theoretical guarantees from stochastic analysis, has efficient algorithms for computation, and shows strong empirical performance. In this short survey paper for a forthcoming Springer handbook, we give an elementary introduction to the signature kernel and highlight these theoretical and computational properties.

Darrick Lee
2 publications
Harald Oberhauser
26 publications

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