Signature kernel and Schwinger-Dyson kernel equations are recast as two-parameter rough differential equations with well-posedness, stability, and a numerical scheme established for rough driving signals.
Journal of Machine Learning Research , volume=
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Safety certification of dynamical systems is reformulated as direct classification via kernel embeddings on trajectories, bypassing recursive DP to avoid error compounding and support non-Markovian dynamics.
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Signature Kernel and Schwinger-Dyson Kernel Equations as Two-Parameter Rough Differential Equations
Signature kernel and Schwinger-Dyson kernel equations are recast as two-parameter rough differential equations with well-posedness, stability, and a numerical scheme established for rough driving signals.
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Safety Certification is Classification
Safety certification of dynamical systems is reformulated as direct classification via kernel embeddings on trajectories, bypassing recursive DP to avoid error compounding and support non-Markovian dynamics.