相关论文: Path signatures of ODE solutions

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…

In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend…

We suggest a purely combinatorial approach to a general problem in system reliability. We show how to determine if a given vector can be the signature of a system, and in the affirmative case exhibit such a system in terms on its structure…

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…

Signature stochastic differential equations (SDEs) constitute a large class of stochastic processes, here driven by Brownian motions, whose characteristics are linear maps of their own signature, i.e. of iterated integrals of the process…

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…

Path sets are spaces of one-sided infinite symbol sequences associated to pointed graphs (G_v_0), which are edge-labeled directed graphs G with a distinguished vertex v_0. Such sets arise naturally as address labels in geometric fractal…

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…

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…

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…

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…

Controlled ordinary differential equations driven by continuous bounded variation curves can be considered a continuous time analogue of recurrent neural networks for the construction of expressive features of the input curves. We ask up to…

Trace diagrams are structured graphs with edges labeled by matrices. Each diagram has an interpretation as a particular multilinear function. We provide a rigorous combinatorial definition of these diagrams using a notion of signed graph…

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 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…

We present a new algorithm for recovering paths from their third-order signature tensors, an inverse problem in rough analysis. Our algorithm provides the exact solution to this learning problem and improves upon current approaches by an…

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…

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 solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

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…