Generalized iterated-sums signatures
Rings and Algebras
2023-07-17 v3 Computer Vision and Pattern Recognition
Machine Learning
Abstract
We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Kir\'aly and H.~Oberhauser. In particular, we show how to recover the character property of the associated linear map over the tensor algebra by considering a deformed quasi-shuffle product of words on the latter. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties.
Keywords
Cite
@article{arxiv.2012.04597,
title = {Generalized iterated-sums signatures},
author = {Joscha Diehl and Kurusch Ebrahimi-Fard and Nikolas Tapia},
journal= {arXiv preprint arXiv:2012.04597},
year = {2023}
}
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17 pages