Italiano(IT) Global universality via discrete-time signatures

新研究通过离散时间签名实现全局普适性

作者 PulseAugur 编辑部 · [1 个来源] · 2026-08-28 04:00

一篇新的arXiv论文介绍了一种使用离散时间签名在非预期和路径依赖泛函中实现全局普适性的方法。研究表明，这些签名的线性泛函可以近似各种高斯过程，包括布朗运动和赫斯特参数大于1/4的分数布朗运动。研究结果还为布朗运动驱动的随机和随机微分方程提供了近似结果。 AI

影响这项研究可能为复杂时间序列数据和随机系统带来更强大和通用的近似能力。

排序理由该集群包含一篇发表在arXiv上的学术论文。[lever_c_demoted from research: ic=1 ai=1.0]

AI 生成摘要 · Google Gemini · 来自 1 个来源。我们如何撰写摘要 →

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arXiv cs.LG TIER_1 Italiano(IT) · Mihriban Ceylan, David J. Pr\"omel · 2026-08-28 04:00

通过离散时间签名实现全球通用性

arXiv:2603.09773v2 Announce Type: replace-cross Abstract: We establish global universal approximation theorems for non-anticipative and general path-dependent functionals on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dens…