Signature fidelity on log-GBM
0.03Relative MSEOurs-TAd6
Evaluation Results
| Method | Links | |
|---|---|---|
| Ours-TAd6Method Type=Probabilistic, Signature Depth=62026.06 | 0.03 | |
| Ours-TLLd6Method Type=Probabilistic, Signature Depth=62026.06 | 0.05 | |
| Reg-TAd6Method Type=Deterministic, Signature Depth=62026.06 | 0.11 | |
| Reg-TLLd6Method Type=Deterministic, Signature Depth=62026.06 | 0.18 | |
| InsertionMethod Type=Deterministic2026.06 | 0.99 | |
| LegendreMethod Type=Deterministic2026.06 | 5.42 | |
| FourierMethod Type=Deterministic2026.06 | 60.08 |