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...
Main Authors: | Fermanian, A, Chang, J, Lyons, T, Biau, G |
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Format: | Journal article |
Language: | English |
Published: |
Cornell University
2023
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