Algorithm 1004: The Iisignature Library: Efficient Calculation of Iterated-Integral Signatures and Log Signatures.
Jeremy ReizensteinBenjamin GrahamPublished in: ACM Trans. Math. Softw. (2020)
Keyphrases
- learning algorithm
- single pass
- detection algorithm
- dynamic programming
- computationally efficient
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- k means
- np hard
- optimization algorithm
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- convex hull
- improved algorithm
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