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Related papers: Decomposing Tensor Spaces via Path Signatures

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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

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

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

Tensors play a pivotal role in the realms of science and engineering, particularly in the realms of data analysis, machine learning, and computational mathematics. The process of unfolding a tensor into matrices, commonly known as tensor…

Rings and Algebras · Mathematics 2023-11-28 Shih-Yu Chang

A tensor space is a vector space equipped with a finite collection of multi-linear forms. In recent years, a rich theory of infinite dimensional tensor spaces has emerged. In this note, we show that a large class of permutation groups can…

Representation Theory · Mathematics 2025-07-21 Alessandro Danelon , Andrew Snowden

A tensor is a multi-way array that can represent, in addition to a data set, the expression of a joint law or a multivariate function. As such it contains the description of the interactions between the variables corresponding to each of…

Numerical Analysis · Mathematics 2022-01-20 Alain Franc

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

Irregularities in the metric tensor of a signature-changing space-time suggest that field equations on such space-times might be regarded as distributional. We review the formalism of tensor distributions on differentiable manifolds, and…

General Relativity and Quantum Cosmology · Physics 2015-06-25 David Hartley , Robin W. Tucker , Philip A. Tuckey , Tevian Dray

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

Tensors are a fundamental data structure for many scientific contexts, such as time series analysis, materials science, and physics, among many others. Improving our ability to produce and handle tensors is essential to efficiently address…

Machine Learning · Statistics 2026-02-12 Wilson G. Gregory , Josué Tonelli-Cueto , Nicholas F. Marshall , Andrew S. Lee , Soledad Villar

One of the main issues in computing a tensor decomposition is how to choose the number of rank-one components, since there is no finite algorithms for determining the rank of a tensor. A commonly used approach for this purpose is to find a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Claudio Turchetti

Third-order tensors are widely used as a mathematical tool for modeling physical properties of media in solid state physics. In most cases, they arise as constitutive tensors of proportionality between basic physics quantities. The…

Mathematical Physics · Physics 2022-11-08 Yakov Itin , Shulamit Reches

The signature of a path, introduced by K.T. Chen [5] in $1954$, has been extensively studied in recent years. The $2010$ paper [12] of Hambly and Lyons showed that the signature is injective on the space of continuous finite-variation paths…

Classical Analysis and ODEs · Mathematics 2022-06-30 Thomas Cass , William F. Turner

A symmetric tensor of small rank decomposes into a configuration of only few vectors. We study the variety of tensors for which this configuration is a unit norm tight frame.

Algebraic Geometry · Mathematics 2015-11-18 Luke Oeding , Elina Robeva , Bernd Sturmfels

A tensor network is a type of decomposition used to express and approximate large arrays of data. A given data-set, quantum state or higher dimensional multi-linear map is factored and approximated by a composition of smaller multi-linear…

Quantum Physics · Physics 2022-07-08 Richik Sengupta , Soumik Adhikary , Ivan Oseledets , Jacob Biamonte

The aim of this article is to provide a simple sampling procedure to reconstruct any monotone path from its signature. For every N, we sample a lattice path of N steps with weights given by the coefficient of the corresponding word in the…

Probability · Mathematics 2016-12-15 Jiawei Chang , Nick Duffield , Hao Ni , Weijun Xu

In this paper, the canonical polyadic (CP) decomposition of tensors that corresponds to matrix multiplications is studied. Finding the rank of these tensors and computing the decompositions is a fundamental problem of algebraic complexity…

Computational Complexity · Computer Science 2021-04-13 Petr Tichavsky

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

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…

Classical Analysis and ODEs · Mathematics 2018-06-05 Terry Lyons , Weijun Xu

We introduce a class of operators associated with the signature of a smooth path $X$ with values in a $C^{\star}$ algebra $\mathcal{A}$. These operators serve as the basis of Taylor expansions of solutions to controlled differential…

Operator Algebras · Mathematics 2022-12-12 Carlo Bellingeri , Nicolas Gilliers