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...
Asıl Yazarlar: | Fermanian, A, Chang, J, Lyons, T, Biau, G |
---|---|
Materyal Türü: | Journal article |
Dil: | English |
Baskı/Yayın Bilgisi: |
Cornell University
2023
|
Benzer Materyaller
-
Inverting the signature of a path
Yazar:: Lyons, TJ, ve diğerleri
Baskı/Yayın Bilgisi: (2018) -
Effective algorithms for inverting the signature of a path
Yazar:: Chang, J
Baskı/Yayın Bilgisi: (2018) -
Inverting the signature of a path
Yazar:: Xu, W
Baskı/Yayın Bilgisi: (2013) -
A generalised signature method for multivariate time series feature extraction
Yazar:: Morrill, J, ve diğerleri
Baskı/Yayın Bilgisi: (2020) -
New directions in the applications of rough path theory
Yazar:: Fermanian, A, ve diğerleri
Baskı/Yayın Bilgisi: (2023)