Related papers: Sparse Signature Coefficient Recovery via Kernels

This paper establishes a comprehensive concentration theory for truncated signatures of Gaussian rough paths. The signature of a path, defined as the collection of all iterated integrals, provides a complete description of its geometric…

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 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…

In this work, a feature extraction method for offline signature verification is presented that harnesses the power of sparse representation in order to deliver state-of-the-art verification performance in several signature datasets like…

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…

In this paper, we propose an easily trained yet powerful representation learning approach with performance highly competitive to deep neural networks in a digital pathology image segmentation task. The method, called sparse coding driven…

The use of codes defined by sparse characteristic matrices, like QC-LDPC and QC-MDPC codes, has become an established solution to design secure and efficient code-based public-key encryption schemes, as also witnessed by the ongoing NIST…

Path signatures provide a rich representation of sequential data, with strong theoretical guarantees and good performance in a variety of machine-learning tasks. While signatures have progressed from fixed feature extractors to trainable…

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…

The signature of a path, as a fundamental object in Rough path theory, serves as a generating function for non-commutative monomials on path space. It transforms the path into a grouplike element in the tensor algebra space, summarising the…

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.…

We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample…

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

A recent line of work shows that a deep neural network with ReLU nonlinearities arises from a finite sequence of cascaded sparse coding models, the outputs of which, except for the last element in the cascade, are sparse and unobservable.…

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.…

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 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.…

Compressive Sensing (CS) is a new technique for the efficient acquisition of signals, images, and other data that have a sparse representation in some basis, frame, or dictionary. By sparse we mean that the N-dimensional basis…

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…

Recent advances suggest that a wide range of computer vision problems can be addressed more appropriately by considering non-Euclidean geometry. This paper tackles the problem of sparse coding and dictionary learning in the space of…