相关论文: Varieties of Signature Tensors

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 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…

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.…

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 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…

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 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…

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…

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 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…

Signatures provide a succinct description of certain features of paths in a reparametrization invariant way. We propose a method for classifying shapes based on signatures, and compare it to current approaches based on the SRV transform and…

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…

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…

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…

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…

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…

Discrete signatures are invariants computed from time series corresponding to the discretised version of the signature of paths. We study the algebraic varieties arising from their images, the discrete signature varieties. We introduce them…

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…

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…