Toric geometry of path signature varieties

DOI10.1016/j.aam.2020.102102zbMath1467.14149arXiv1903.03779OpenAlexW3105695018MaRDI QIDQ2221770

Francesco Galuppi, Mateusz Michałek, Laura Colmenarejo

Publication date: 2 February 2021

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.03779

zbMATH Keywords

toric varietiesrough pathsaxis-parallel pathssignature varieties

Mathematics Subject Classification ID

Toric varieties, Newton polyhedra, Okounkov bodies (14M25) Computational aspects of higher-dimensional varieties (14Q15) Stochastic analysis (60H99)

Related Items (3)

Smooth rough paths, their geometry and algebraic renormalization ⋮ A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula ⋮ The rough Veronese variety

Uses Software

• Normaliz
• polymake
• SageMath
• signature-invariants

Cites Work

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• Normaliz: Algorithms for affine monoids and rational cones
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• When is a polynomial ideal binomial after an ambient automorphism?
• Signatures of paths transformed by polynomial maps
• The rough Veronese variety
• Invariants of multidimensional time series based on their iterated-integral signature
• Computing convex hulls and counting integer points with \texttt{polymake}
• Approximate formulas for some functions of prime numbers
• Physical Brownian motion in a magnetic field as a rough path
• Introduction to Toric Varieties. (AM-131)
• Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
• Multidimensional Stochastic Processes as Rough Paths
• Learning Paths from Signature Tensors
• VARIETIES OF SIGNATURE TENSORS
• Iterated Integrals and Exponential Homomorphisms^†
• A course on rough paths. With an introduction to regularity structures

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