Related papers: Decomposing Tensor Spaces via Path 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 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…
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…
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…
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.…
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…
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…
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…
Tensors or {\em multi-way arrays} are functions of three or more indices $(i,j,k,\cdots)$ -- similar to matrices (two-way arrays), which are functions of two indices $(r,c)$ for (row,column). Tensors have a rich history, stretching over…
We present a fit-for-purpose introduction to tensors and their operations. It is envisaged to help the reader become acquainted with its underpinning concepts for the study of path signatures. The text includes exercises, solutions and many…
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…
Signature tensors of paths are a versatile tool for data analysis and machine learning. Recently, they have been applied to persistent homology, by embedding barcodes into spaces of paths. Among the different path embeddings, the…
We study signature tensors of paths from a geometric viewpoint. The signatures of a given class of paths parametrize an algebraic variety inside the space of tensors, and these signature varieties provide both new tools to investigate paths…
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…
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…
Tensors are multidimensional arrays of numerical values and therefore generalize matrices to multiple dimensions. While tensors first emerged in the psychometrics community in the $20^{\text{th}}$ century, they have since then spread to…
In this article we introduce the insertion method for reconstructing the path from its signature, i.e. inverting the signature of a path. For this purpose, we prove that a converging upper bound exists for the difference between the…
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…
The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that…