Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU

P Kidger, T Lyons - arXiv preprint arXiv:2001.00706, 2020 - arxiv.org
Signatory is a library for calculating and performing functionality related to the signature and
logsignature transforms. The focus is on machine learning, and as such includes features …

Directed chain generative adversarial networks

M Min, R Hu, T Ichiba - International Conference on Machine …, 2023 - proceedings.mlr.press
Real-world data can be multimodal distributed, eg, data describing the opinion divergence
in a community, the interspike interval distribution of neurons, and the oscillators natural …

Deep signature FBSDE algorithm

Q Feng, M Luo, Z Zhang - arXiv preprint arXiv:2108.10504, 2021 - arxiv.org
We propose a deep signature/log-signature FBSDE algorithm to solve forward-backward
stochastic differential equations (FBSDEs) with state and path dependent features. By …

[图书][B] Topics in Signature, Directed Chain SDEs and Applications in Machine Learning

M Min - 2023 - search.proquest.com
Stochastic analysis, stochastic processes and machine learning of dynamical systems have
depicted strong connection in many aspects. This thesis aims to study such relationship from …

Imitation Learning for Mean Field Games with Correlated Equilibria

Z Zhao, R Xu, H Zhang, J Wang, Y Yang - 2023 - researchsquare.com
Imitation learning (IL) is a powerful approach for acquiring optimal policies from
demonstrated behaviors. However, applying IL to a large group of agents is arduous due to …