Showing stat.MLShow all
2 papers · 1 filter
stat.ML2026
The Volterra signature
Paul P. Hager, Fabian N. Harang, Luca Pelizzari +1
Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implic…
stat.ML2025
Local regression on path spaces with signature metrics
Christian Bayer, Davit Gogolashvili, Luca Pelizzari
We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path…