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We provide an introduction to the signature method, focusing on its theoretical properties and machine learning applications. Our presentation is divided into two parts. In the first part, we present the definition and fundamental…

Machine Learning · Statistics 2025-12-29 Ilya Chevyrev , Andrey Kormilitzin

Landmark-based human action recognition in videos is a challenging task in computer vision. One key step is to design a generic approach that generates discriminative features for the spatial structure and temporal dynamics. To this end, we…

Computer Vision and Pattern Recognition · Computer Science 2019-12-13 Weixin Yang , Terry Lyons , Hao Ni , Cordelia Schmid , Lianwen Jin

Signature is an infinite graded sequence of statistics known to characterize geometric rough paths, which includes the paths with bounded variation. This object has been studied successfully for machine learning with mostly applications in…

Machine Learning · Statistics 2022-01-19 Ming Min , Tomoyuki Ichiba

Path signatures have been proposed as a powerful representation of paths that efficiently captures the path's analytic and geometric characteristics, having useful algebraic properties including fast concatenation of paths through tensor…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Motoya Ohnishi , Iretiayo Akinola , Jie Xu , Ajay Mandlekar , Fabio Ramos

We provide an introduction to the topic of path signatures as means of feature extraction for machine learning from data streams. The article stresses the mathematical theory underlying the signature methodology, highlighting the conceptual…

Machine Learning · Computer Science 2025-06-03 Stephan Sturm

Visual localization is a useful alternative to standard localization techniques. It works by utilizing cameras. In a typical scenario, features are extracted from captured images and compared with geo-referenced databases. Location…

Computer Vision and Pattern Recognition · Computer Science 2020-06-28 Li Weng , Valerie Gouet-Brunet , Bahman Soheilian

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.…

Probability · Mathematics 2019-12-04 Carlos Améndola , Peter Friz , Bernd Sturmfels

The signature of a path is an essential object in the theory of rough paths. The signature representation of the data stream can recover standard statistics, e.g. the moments of the data stream. The classification of random walks indicates…

Other Statistics · Statistics 2015-09-14 Hao Ni

We develop two methods to reconstruct a path of bounded variation from its signature. The first method gives a simple and explicit expression of any axis path in terms of its signature, but it does not apply directlty to more general ones.…

Classical Analysis and ODEs · Mathematics 2011-12-05 Terry Lyons , Weijun Xu

The sequential data observed in earth science can be regarded as paths in multidimensional space. To read the path effectively, it is useful to convert it into a sequence of numbers called the signature, which can faithfully describe the…

Geophysics · Physics 2022-04-05 Nozomi Sugiura

We introduce a proper notion of 2-dimensional signature for images. This object is inspired by the so-called rough paths theory, and it captures many essential features of a 2-dimensional object such as an image. It thus serves as a…

Computer Vision and Pattern Recognition · Computer Science 2023-01-11 Sheng Zhang , Guang Lin , Samy Tindel

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…

Classical Analysis and ODEs · Mathematics 2017-05-04 Xi Geng

The signature of a path is a non-commutative power series whose coefficients are given by certain iterated integrals over the path coordinates. This series almost uniquely characterizes the path up to translation and reparameterization.…

Algebraic Geometry · Mathematics 2026-05-27 Carlos Améndola , Angelo El Saliby , Felix Lotter , Oriol Reig Fité

In this paper, we present an algorithm that computes the topological signature for a given periodic motion sequence. Such signature consists of a vector obtained by persistent homology which captures the topological and geometric changes of…

Computer Vision and Pattern Recognition · Computer Science 2019-04-15 Javier Lamar-Leon , Rocio Gonzalez-Diaz , Edel Garcia-Reyes

Path signatures are powerful nonparametric tools for time series analysis, shown to form a universal and characteristic feature map for Euclidean valued time series data. We lift the theory of path signatures to the setting of Lie group…

Computer Vision and Pattern Recognition · Computer Science 2020-07-16 Darrick Lee , Robert Ghrist

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…

Algebraic Geometry · Mathematics 2026-02-16 Carlos Améndola , Felix Lotter , Leonard Schmitz

Signature-based techniques give mathematical insight into the interactions between complex streams of evolving data. These insights can be quite naturally translated into numerical approaches to understanding streamed data, and perhaps…

Machine Learning · Statistics 2025-02-21 Terry Lyons , Andrew D. McLeod

In this paper, a novel signature of human action recognition, namely the curvature of a video sequence, is introduced. In this way, the distribution of sequential data is modeled, which enables few-shot learning. Instead of depending on…

Computer Vision and Pattern Recognition · Computer Science 2019-06-18 He Chen , Gregory S. Chirikjian

Sequential and temporal data arise in many fields of research, such as quantitative finance, medicine, or computer vision. A novel approach for sequential learning, called the signature method and rooted in rough path theory, is considered.…

Machine Learning · Statistics 2020-12-10 Adeline Fermanian

In this paper we put the visibility transformation on a clear theoretical footing and show that this transform is able to embed the effect of the absolute position of the data stream into signature features in a unified and efficient way.…

Machine Learning · Computer Science 2020-10-12 Yue Wu , Hao Ni , Terence J. Lyons , Robin L. Hudson
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