Inverting the signature of a path

DOI10.4171/JEMS/796zbMATH Open1429.70012arXiv1406.7833OpenAlexW2963445321WikidataQ129764077 ScholiaQ129764077MaRDI QIDQ1644490FDOQ1644490

Terence J. Lyons, Weijun Xu

Publication date: 21 June 2018

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Abstract: The aim of this article is to develop an explicit procedure that enables one to reconstruct any $C^1$ 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.

Full work available at URL: https://arxiv.org/abs/1406.7833

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zbMATH Keywords

inversionsignaturesymmetrization

Mathematics Subject Classification ID

Observability (93B07) Topological and differential topological methods for problems in mechanics (70G40)

Cited In (12)

• Signature asymptotics, empirical processes, and optimal transport
• Embedding and learning with signatures
• The uniqueness of signature problem in the non-Markov setting
• On the Complexity of Isomorphism Problems for Tensors, Groups, and Polynomials I: Tensor Isomorphism-Completeness
• \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
• Iterated Integrals and Population Time Series Analysis
• The accessibility problem for geometric rough differential equations
• VARIETIES OF SIGNATURE TENSORS
• Tail asymptotics of the Brownian signature
• Path developments and tail asymptotics of signature for pure rough paths
• Hyperbolic development and inversion of signature
• Learning Paths from Signature Tensors

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