University of Oxford; King’s College London, The Alan Turing Institute & Technical University of Munich; University of Oxford & The Alan Turing Institute; University of Warwick & The Alan Turing Institute
Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry Lyons
kernel mean embedding;stochastic process;filtration;maximum mean discrepancy;signature transform.
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes