The insertion method to invert the signature of a path

The insertion method to invert the signature of a path

The signature is a representation of a path as an infinite sequence of its iterated integrals. Under certain assumptions, the signature characterizes the path, up to translation and reparameterization. Therefore, a crucial question of interest is the development of efficient algorithms to invert the...

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Bibliografiske detaljer
Main Authors:	Fermanian, A, Chang, J, Lyons, T, Biau, G
Format:	Journal article
Sprog:	English
Udgivet:	Cornell University 2023

Lignende værker

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Effective algorithms for inverting the signature of a path
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Using path signatures to predict a diagnosis of Alzheimer’s disease
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Rough paths and SPDE*
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Application of the signature method to pattern recognition in the CEQUEL clinical trial
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