Invariants of multidimensional time series based on their iterated-integral signature
From MaRDI portal
Publication:2334757
DOI10.1007/s10440-018-00227-zzbMath1428.62391arXiv1801.06104OpenAlexW2962891742WikidataQ128703396 ScholiaQ128703396MaRDI QIDQ2334757
Joscha Diehl, Jeremy Reizenstein
Publication date: 7 November 2019
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.06104
Related Items
Time-warping invariants of multidimensional time series, The moving-frame method for the iterated-integrals signature: orthogonal invariants, A structure theorem for streamed information, Convex hulls of curves: volumes and signatures, Signatures of paths transformed by polynomial maps, Toric geometry of path signature varieties, Learning Paths from Signature Tensors, VARIETIES OF SIGNATURE TENSORS, New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting), A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula, signature-invariants
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
- Lie elements and an algebra associated with shuffles
- Gröbner bases and invariant theory
- Classification of curves in 2D and 3D via affine integral signatures
- Uniqueness for the signature of a path of bounded variation and the reduced path group
- Densities for rough differential equations under Hörmander's condition
- The fundamental theorem of vector relative invariants
- On identities satisfied by minors of a matrix
- Computation of invariants for reductive groups
- Pfaffian and Hafnian identities in shuffle algebras
- Standard monomial theory. Invariant theoretic approach
- On Gauss-Green theorem and boundaries of a class of Hölder domains
- Invariant theory, old and new
- Polytopes from Subgraph Statistics
- Multidimensional Stochastic Processes as Rough Paths
- Invariants and Coinvariants of the Symmetric Group in Noncommuting Variables
- Integral Invariants and Shape Matching
- Permanents and determinants with generic noncommuting entries
- Lectures on Polytopes
- Kernels for sequentially ordered data
- Advanced Linear Algebra
- Algorithm 1004
- A Generalization of K. T. Chen's Invariants for Paths Under Transformation Groups
- Fourier Descriptors for Plane Closed Curves
- Fourier Preprocessing for Hand Print Character Recognition
- Geometry of moment spaces
- Algorithms in invariant theory