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...
Auteurs principaux: | Fermanian, A, Chang, J, Lyons, T, Biau, G |
---|---|
Format: | Journal article |
Langue: | English |
Publié: |
Cornell University
2023
|
Documents similaires
-
Inverting the signature of a path
par: Lyons, TJ, et autres
Publié: (2018) -
Effective algorithms for inverting the signature of a path
par: Chang, J
Publié: (2018) -
Inverting the signature of a path
par: Xu, W
Publié: (2013) -
A generalised signature method for multivariate time series feature extraction
par: Morrill, J, et autres
Publié: (2020) -
New directions in the applications of rough path theory
par: Fermanian, A, et autres
Publié: (2023)