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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…

Classical Analysis and ODEs · Mathematics 2024-07-26 Thomas Cass , William F. Turner

We introduce the notions of tree-like path and tree-like equivalence between paths and prove that the latter is an equivalence relation for paths of finite length. We show that the equivalence classes form a group with some similarity to a…

Classical Analysis and ODEs · Mathematics 2013-05-06 Ben Hambly , Terry Lyons

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…

Classical Analysis and ODEs · Mathematics 2015-10-16 Horatio Boedihardjo , Xi Geng , Terry Lyons , Danyu Yang

A common approach for describing classes of functions and probability measures on a topological space $\mathcal{X}$ is to construct a suitable map $\Phi$ from $\mathcal{X}$ into a vector space, where linear methods can be applied to address…

Functional Analysis · Mathematics 2022-02-02 Chad Giusti , Darrick Lee , Vidit Nanda , Harald Oberhauser

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…

Rings and Algebras · Mathematics 2024-06-04 Rosa Preiß

The signature transform, defined by the formal tensor series of global iterated path integrals, is a homomorphism between the path space and the tensor algebra that has been studied in geometry, control theory, number theory as well as…

Classical Analysis and ODEs · Mathematics 2022-11-09 Horatio Boedihardjo , Xi Geng

We introduce a crossed module of piecewise linear surfaces and study the signature homomorphism, defined as the surface holonomy of a universal translation invariant $2$-connection. This provides a transform whereby surfaces are represented…

Algebraic Topology · Mathematics 2025-06-23 Francis Bischoff , Darrick Lee

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…

Probability · Mathematics 2014-05-20 Terry Lyons

We formalize the notion of limit of an inverse system of metric spaces with $1$-Lipschitz projections having unbounded fibers. The purpose is to use sub-Riemannian groups for metrizing the space of signatures of rectifiable paths in…

Metric Geometry · Mathematics 2019-10-11 Enrico Le Donne , Roger Züst

In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and describe the characteristics of paths or sequential data.…

Rings and Algebras · Mathematics 2025-01-13 Ilya Chevyrev , Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

We introduce a new feature map for barcodes that arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in…

Machine Learning · Statistics 2020-10-28 Ilya Chevyrev , Vidit Nanda , Harald Oberhauser

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Probability · Mathematics 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

This paper investigates spaces equipped with a family of metric-like functions satisfying certain axioms. These functions provide a unified framework for defining topology, uniformity, and diffeology. The framework is based on a family of…

General Topology · Mathematics 2026-03-25 Masaki Taho

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…

Probability · Mathematics 2026-02-06 Mihriban Ceylan , Anna P. Kwossek , David J. Prömel

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…

Representation Theory · Mathematics 2024-12-10 Carlos Améndola , Francesco Galuppi , Ángel David Ríos Ortiz , Pierpaola Santarsiero , Tim Seynnaeve

The signature of a rectifiable path is a tensor series in the tensor algebra whose coefficients are definite iterated integrals of the path. The signature characterises the path up to a generalised form of reparametrisation. It is a…

Rings and Algebras · Mathematics 2023-05-31 Peter K. Friz , Terry Lyons , Anna Seigal

An equivalence of matrices via semi-tensor product (STP) is proposed. Using this equivalence, the quotient space is obtained. Parallel and sequential arrangements of the natural projection on different shapes of matrices leads to the…

Optimization and Control · Mathematics 2019-04-15 Daizhan Cheng , Zequn Liu

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…

Algebraic Geometry · Mathematics 2020-08-25 Laura Colmenarejo , Francesco Galuppi , Mateusz Michałek

The Persistent Homology Transform (PHT) was introduced in the field of Topological Data Analysis about 10 years ago, and has since been proven to be a very powerful descriptor of Euclidean shapes. The PHT consists of scanning a shape from…

Algebraic Topology · Mathematics 2024-12-25 Adam Onus , Nina Otter , Renata Turkes

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
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