activity
20052024
most citedUniqueness for the signature of a path of bounded variation and the reduced path group

165 citations · 1.6k across the 96 of their papers we have counts for

collaborators
Showing 2023 · math.PRShow all

1 paper · 2 filters

math.PR2023

Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach

Blanka Horvath, Maud Lemercier, Chong Liu +2

Distribution Regression on path-space refers to the task of learning functions mapping the law of a stochastic process to a scalar target. The learning procedure based on the notio…