Inverting the signature of a path
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Publication:1644490
Abstract: The aim of this article is to develop an explicit procedure that enables one to reconstruct any path (at natural parametrization) from its signature. We also explicitly quantify the distance between the reconstructed path and the original path in terms of the number of terms in the signature that are used for the construction and the modulus of continuity of the derivative of the path. A key ingredient in the construction is the use of a procedure of symmetrization that separates the behavior of the path at small and large scales.
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(14)- Path developments and tail asymptotics of signature for pure rough paths
- The accessibility problem for geometric rough differential equations
- Varieties of signature tensors
- Embedding and learning with signatures
- Iterated integrals and population time series analysis
- Learning paths from signature tensors
- The uniqueness of signature problem in the non-Markov setting
- Signature inversion for monotone paths
- \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
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- Tail asymptotics of the Brownian signature
- Signature asymptotics, empirical processes, and optimal transport
- On the Complexity of Isomorphism Problems for Tensors, Groups, and Polynomials I: Tensor Isomorphism-Completeness
- Hyperbolic development and inversion of signature
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