Tag: volterra
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The Volterra signature
The Volterra signature arXiv:2603.04525v1 Announce Type: new Abstract: Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implicit memory mechanisms that can be difficult to interpret or to train over long horizons. We propose the Volterra signature $mathrm{VSig}(x;K)$ as a principled, explicit…
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A Fully Probabilistic Tensor Network for Regularized Volterra System Identification
A Fully Probabilistic Tensor Network for Regularized Volterra System Identification arXiv:2511.20457v1 Announce Type: new Abstract: Modeling nonlinear systems with Volterra series is challenging because the number of kernel coefficients grows exponentially with the model order. This work introduces Bayesian Tensor Network Volterra kernel machines (BTN-V), extending the Bayesian Tensor Network framework to Volterra system identification.…