iisignature

MaRDI QIDQ44609swMATHFDO

Official website https://arxiv.org/abs/1802.08252

Source code repository https://github.com/bottler/iisignature

Described by source

• Algorithm 1004: the iisignature library: efficient calculation of iterated-integral signatures and log signatures

Cited in

(13)

• Diffrax
• NTU RGB+D
• Functional linear regression with truncated signatures
• On the adjoint of the Eulerian idempotent in an analytic context
• Signatory
• signature-invariants
• Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition
• Optimal execution with rough path signatures
• Iterated integrals and population time series analysis
• The signature kernel is the solution of a Goursat PDE
• Quick Draw Dataset
• RMPE
• Embedding and learning with signatures

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