Signature Moments to Characterize Laws of Stochastic Processes.

Ilya Chevyrev Harald Oberhauser

Published in: J. Mach. Learn. Res. (2022)

Keyphrases

stochastic processes
stochastic process
stochastic models
markov processes
probability distribution
random fields
random variables
brownian motion
dynamic bayesian networks
reinforcement learning
continuous time bayesian networks