Distribution Regression for Continuous-Time Processes via the Expected Signature.
Maud LemercierCristopher SalviTheodoros DamoulasEdwin V. BonillaTerry J. LyonsPublished in: CoRR (2020)
Keyphrases
- stochastic processes
- expected error
- regression model
- probability distribution
- model selection
- optimal control
- markov processes
- spatial distribution
- machine learning
- polynomial regression
- markov chain
- continuous time bayesian networks
- signature recognition
- extreme values
- signature verification
- support vector regression
- linear regression
- computational models
- dynamical systems
- process model
- artificial neural networks
- genetic algorithm