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math.NA2025
Numerical Schemes for Signature Kernels
Thomas Cass, Francesco Piatti, Jeffrey Pei
Signature kernels have emerged as a powerful tool within kernel methods for sequential data. In the paper "The Signature Kernel is the solution of a Goursat PDE", the authors ident…
stat.ML2025
Random Feature Representation Boosting
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
We introduce Random Feature Representation Boosting (RFRBoost), a novel method for constructing deep residual random feature neural networks (RFNNs) using boosting theory. RFRBoost…