A path-dependent PDE solver based on signature kernels.
Alexandre PannierCristopher SalviPublished in: CoRR (2024)
Keyphrases
- matrix valued
- partial differential equations
- signature verification
- anisotropic diffusion
- shortest path
- image magnification
- kernel methods
- kernel function
- reaction diffusion
- image enhancement
- high order
- curve evolution
- feature space
- level set
- mobile robot
- endpoints
- scale spaces
- positive definite
- digital signature
- support vector
- methods in computer vision
- multiscale