2 papers
math.PR2026
The Singular Values of Lévy's Area Matrix
Danilo Jr Dela Cruz, Harald Oberhauser
The matrix of Lévy's areas of -dimensional Brownian motion is a fundamental object in stochastic analysis. In this article, we study the singular values of this ske…
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…