English
Related papers

Related papers: Branched Signature Model

200 papers

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 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…

Machine Learning · Statistics 2025-12-29 Ilya Chevyrev , Andrey Kormilitzin

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

Graph neural networks (GNNs) have evolved into one of the most popular deep learning architectures. However, GNNs suffer from over-smoothing node information and, therefore, struggle to solve tasks where global graph properties are…

Machine Learning · Computer Science 2023-08-31 Bernhard Schäfl , Lukas Gruber , Johannes Brandstetter , Sepp Hochreiter

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

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.…

Classical Analysis and ODEs · Mathematics 2011-12-05 Terry Lyons , Weijun Xu

We propose a learning paradigm for numerical approximation of differential invariants of planar curves. Deep neural-networks' (DNNs) universal approximation properties are utilized to estimate geometric measures. The proposed framework is…

Computer Vision and Pattern Recognition · Computer Science 2022-02-15 Roy Velich , Ron Kimmel

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

We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

Classical Analysis and ODEs · Mathematics 2011-02-07 Thomas Cass , Christian Litterer , Terry Lyons

Persistence diagrams (PDs), often characterized as sets of death and birth of homology class, have been known for providing a topological representation of a graph structure, which is often useful in machine learning tasks. Prior works rely…

Machine Learning · Computer Science 2022-09-29 Chau Pham , Trung Dang , Peter Chin

Formal verification of neural networks is essential for their deployment in safety-critical areas. Many available formal verification methods have been shown to be instances of a unified Branch and Bound (BaB) formulation. We propose a…

Machine Learning · Computer Science 2019-12-04 Jingyue Lu , M. Pawan Kumar

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…

Probability · Mathematics 2019-07-22 Jiawei Chang , Terry Lyons

We derive the equations of chains for path geometries on surfaces by solving the equivalence problem of a related structure: sub-Riemannian geometry of signature $(1,1)$ on a contact 3-manifold. This approach is significantly simpler than…

Differential Geometry · Mathematics 2022-02-24 Gil Bor , Travis Willse

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

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…

Algebraic Geometry · Mathematics 2019-09-13 Francesco Galuppi

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

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

Signed graphs are powerful models for representing complex relations with both positive and negative connections. Recently, Signed Graph Neural Networks (SGNNs) have emerged as potent tools for analyzing such graphs. To our knowledge, no…

Machine Learning · Computer Science 2024-11-28 Zeyu Zhang , Lu Li , Xingyu Ji , Kaiqi Zhao , Xiaofeng Zhu , Philip S. Yu , Jiawei Li , Maojun Wang

We characterize the signature of piecewise continuously differentiable paths transformed by a polynomial map in terms of the signature of the original path. For this aim, we define recursively an algebra homomorphism between two shuffle…

Rings and Algebras · Mathematics 2020-02-06 Laura Colmenarejo , Rosa Preiß

We introduce a proper notion of 2-dimensional signature for images. This object is inspired by the so-called rough paths theory, and it captures many essential features of a 2-dimensional object such as an image. It thus serves as a…

Computer Vision and Pattern Recognition · Computer Science 2023-01-11 Sheng Zhang , Guang Lin , Samy Tindel