Related papers: The Rough Veronese variety

In stochastic analysis, a standard method to study a path is to work with its signature. This is a sequence of tensors of different order that encode information of the path in a compact form. When the path varies, such signatures…

The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals. This construction is central to the theory of rough paths in stochastic analysis. It is here examined through the lens of algebraic geometry.…

The signature of a path is a sequence of tensors whose entries are iterated integrals, playing a key role in stochastic analysis and applications. The set of all signature tensors at a particular level gives rise to the universal signature…

The signature of a path is a sequence of tensors which allows to uniquely reconstruct the path. In this paper we propose a systematic study of basic properties of signature tensors, starting from their rank, symmetries and conciseness. We…

Splines are central objects for the interpolation of discrete data via piecewise smooth paths. Their iterated-integral signature is an infinite collection of tensors which characterizes paths almost uniquely. We study truncations of this…

Recently it was proved that the group of rough paths modulo tree-like equivalence is isomorphic to the corresponding signature group through the signature map S (a generalized notion of taking iterated path integrals). However, the proof of…

The signature of a path is a sequence of tensors which allows to uniquely reconstruct the path. By employing the geometric theory of nonlinear systems of ordinary differential equations, we find necessary and sufficient algebraic conditions…

Contrary to previous approaches bringing together algebraic geometry and signatures of paths, we introduce a Zariski topology on the space of paths itself, and study path varieties consisting of all paths whose iterated-integrals signature…

We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…

We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…

Parallel transport, or path development, provides a rich characterization of paths which preserves the underlying algebraic structure of concatenation. The path signature is universal among such maps: any (translation-invariant) parallel…

The signature of a $p$-weakly geometric rough path summarises a path up to a generalised notion of reparameterisation. The quotient space of equivalence classes on which the signature is constant yields unparameterised path space. The study…

In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which generalizes the classical geometric rough path. We establish a…

We consider here the problem, which is quite classical in Algebraic geometry, of studying the secant varieties of a projective variety $X$. The case we concentrate on is when $X$ is a Veronese variety, a Grassmannian or a Segre variety. Not…

This paper announces results on the behavior of some important algebraic and topological invariants --- Euler characteristic, arithmetic genus, and their intersection homology analogues; the signature, etc. --- and their associated…

In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend…

We identify a combinatorial quantity (the alternating sum of the h-vector) defined for any simple polytope as the signature of a toric variety. This quantity was introduced by Charney and Davis in their work, which in particular showed that…

This paper establishes a comprehensive concentration theory for truncated signatures of Gaussian rough paths. The signature of a path, defined as the collection of all iterated integrals, provides a complete description of its geometric…

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

The study of the topology of real algebraic varieties dates back to the work of Harnack, Klein and Hilbert in the 19th century; in particular, the isotopy type classification of real algebraic curves in real toric surfaces is a classical…