Signature inversion for monotone paths
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 signature. We show that these weights on lattice paths satisf...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
University of Washington
2017
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