"Algorithm 1004: The Iisignature Library: Efficient Calculation of ..."

Jeremy Reizenstein, Benjamin Graham (2020)

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DOI: 10.1145/3371237

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type: Journal Article

metadata version: 2022-08-16

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Jeremy Reizenstein, Benjamin Graham:
Algorithm 1004: The Iisignature Library: Efficient Calculation of Iterated-Integral Signatures and Log Signatures. ACM Trans. Math. Softw. 46(1): 8:1-8:21 (2020)

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