2 papers
stat.ML2025
A User's Guide to : GPU-Accelerated Computation of the Signature Kernel
Csaba Tóth, Danilo Jr Dela Cruz, Harald Oberhauser
The signature kernel is a positive definite kernel for sequential and temporal data that has become increasingly popular in machine learning applications due to powerful theoretica…
stat.ML2024
Learning to Forget: Bayesian Time Series Forecasting using Recurrent Sparse Spectrum Signature Gaussian Processes
Csaba Tóth, Masaki Adachi, Michael A. Osborne +1
The signature kernel is a kernel between time series of arbitrary length and comes with strong theoretical guarantees from stochastic analysis. It has found applications in machine…