Related papers: Rectifiable paths with polynomial log-signature ar…
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.…
The signature transform, which is defined in terms of iterated path integrals of all orders, provides a faithful representation of the group of tree-reduced geometric rough paths. While the signature coefficients are known to decay…
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…
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.…
The aim of this article is to develop an explicit procedure that enables one to reconstruct any $C^1$ path (at natural parametrization) from its signature. We also explicitly quantify the distance between the reconstructed path and the…
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…
Matrix congruence extends naturally to the setting of tensors. We apply methods from tensor decomposition, algebraic geometry and numerical optimization to this group action. Given a tensor in the orbit of another tensor, we compute a…
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…
Discrete signatures are invariants computed from time series corresponding to the discretised version of the signature of paths. We study the algebraic varieties arising from their images, the discrete signature varieties. We introduce them…
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…
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…
We introduce a signature inversion scheme for $C^1$-axial linear curves which are widely used in various areas. We show that in the presence of a linear coordinate function, the derivatives of the underlying curve at any point $x$ can be…
The signature of a membrane is a sequence of tensors whose entries are iterated integrals. We study algebraic properties of membrane signatures, with a focus on signature matrices of polynomial and piecewise bilinear membranes. Generalizing…
It is shown that if $\gamma$ is a path of finite $p$ variation ($1\leq p< 2$) in a euclidean vector space and $f,g,h$ are Lipschitz functions on the trace of $\gamma$ then $s\mapsto F(s)=\int_\gamma f^sg dh$ defines an entire holomorphic…
A signed graph $\Gamma$ is said to be determined by its spectrum if every signed graph with the same spectrum as $\Gamma$ is switching isomorphic with $\Gamma$. Here it is proved that the path $P_n$, interpreted as a signed graph, is…
A signed graph is a graph whose edges are signed. In a vertex-signed graph the vertices are signed. The latter is called consistent if the product of signs in every circle is positive. The line graph of a signed graph is naturally…
We consider systems of strict multivariate polynomial inequalities over the reals. All polynomial coefficients are parameters ranging over the reals, where for each coefficient we prescribe its sign. We are interested in the existence of…
We make advances towards a structural characterisation of the signed graphs $H$ for which the list switch $H$-colouring problem $\operatorname{LSwHom}(H)$ problem is polynomial time solvable. We conjecture a characterisation for signed…
We provide a recursive classification of meander graphs, showing that each meander is identified by a unique sequence of fundamental graph-theoretic moves. This sequence is called the meander's signature. The signature not only provides a…