Randomized signature methods and Reservoir Computing

Josef Teichmann (ETH Zurich)

Oct 16. 2020, 15:30 — 16:15

We connect the paradigm of reservoir computing with well known methods from the theory of rough paths to represent path space functionals. The construction yields efficient techniques for learning singular dynamics from observations.

Further Information

Venue:: ESI Boltzmann Lecture Hall
Associated Event:: Higher Structures Emerging from Renormalisation - partially postponed (Online Workshop)
Organizer(s):: Pierre Clavier (U of Haut-Alsace)
Kurusch Ebrahimi-Fard (NTNU, Trondheim)
Peter K. Friz (TU Berlin)
Harald Grosse (U of Vienna)
Dominique Manchon (U Clerment Auvergne)
Sylvie Paycha (U of Potsdam)
Sylke Pfeiffer (U of Potsdam)