Cover Image

Local regression on path spaces with signature metrics

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bayer, Christian, Gogolashvili, Davit, Pelizzari, Luca
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Probability Methodology 60L10, 60L20, 62G05, 62G08
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Nowcasting using regression on signatures
by: Cohen, Samuel N., et al.
Published: (2023)

Primal and dual optimal stopping with signatures
by: Bayer, Christian, et al.
Published: (2023)

A Robbins--Monro Sequence That Can Exploit Prior Information For Faster Convergence
by: Liu, Siwei, et al.
Published: (2024)

Positive Semidefinite Matrix Supermartingales
by: Wang, Hongjian, et al.
Published: (2024)

Novelty detection on path space
by: Gasteratos, Ioannis, et al.
Published: (2025)

A Bayesian sequential soft classification problem for a Brownian motion's drift
by: Campbell, Steven, et al.
Published: (2025)

Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)

Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Identifying arbitrary transformation between the slopes in scalar-on-function regression
by: Niyogi, Pratim Guha, et al.
Published: (2024)

Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
by: Camara, Abdoulaye, et al.
Published: (2025)

Grouping predictors via network-wide metrics
by: Park, Brandon Woosuk, et al.
Published: (2024)

Distribution-free Measures of Association based on Optimal Transport
by: Deb, Nabarun, et al.
Published: (2024)

Pricing American options under rough volatility using deep-signatures and signature-kernels
by: Bayer, Christian, et al.
Published: (2025)

Concentration of Truncated Signatures of Gaussian Rough Paths
by: Lechiheb, Atef
Published: (2025)

The relative efficiency of sequential tests
by: Doerks, Henri, et al.
Published: (2026)

Optimal minimax rate of learning nonlocal interaction kernels
by: Wang, Xiong, et al.
Published: (2023)

Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
by: Panov, Vladimir, et al.
Published: (2025)

Nonparametric estimation of trawl processes: Theory and applications
by: Sauri, Orimar, et al.
Published: (2022)

Win rates at first-passage times for biased simple random walks
by: Bruss, F. Thomas, et al.
Published: (2025)

Kernel Single-Index Bandits: Estimation, Inference, and Learning
by: Arya, Sakshi, et al.
Published: (2026)

Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
by: Novo, Silvia, et al.
Published: (2024)

Convergence Rates for Stochastic Approximation: Biased Noise with Unbounded Variance, and Applications
by: Karandikar, Rajeeva L., et al.
Published: (2023)

Decompounding Under General Mixing Distributions
by: Belomestny, Denis, et al.
Published: (2024)

Inverting Poisson-Laguerre tessellations
by: van der Jagt, Thomas, et al.
Published: (2026)

Some asymptotic behaviors for the plug-in estimator of entropy
by: Yu, Zhenhong, et al.
Published: (2024)

A class of sequential multi-hypothesis tests
by: Novikov, Andrey
Published: (2024)

Minimax rates for learning kernels in operators
by: Zhang, Sichong, et al.
Published: (2025)

Deconvolution of Arbitrary Distribution Functions and Densities
by: Kaiser, Henrik
Published: (2025)

Multiple testing in game-theoretic probability: pictures and questions
by: Vovk, Vladimir
Published: (2024)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

On a class of constrained Bayesian filters and their numerical implementation in high-dimensional state-space Markov models
by: Erdogan, Utku, et al.
Published: (2025)

A Statistical Framework for Learning Preferences from the Past
by: Sadhukhan, Tamojit, et al.
Published: (2026)

A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
by: Crépey, Stéphane, et al.
Published: (2023)

Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by: Crépey, Stéphane, et al.
Published: (2024)

A geometric ensemble method for Bayesian inference
by: Popov, Andrey A
Published: (2025)

Learning from Neighbors with PHIBP: Predicting Infectious Disease Dynamics in Data-Sparse Environments
by: Fong, Edwin, et al.
Published: (2025)

Asymptotic uniqueness in long-term prediction
by: Vovk, Vladimir
Published: (2023)

The diachronic Bayesian
by: Vovk, Vladimir
Published: (2023)

Nonparametric Estimation via Expected Order Statistics
by: Lando, Tommaso, et al.
Published: (2026)