Hyperbolic development and inversion of signature

DOI10.1016/J.JFA.2016.12.024zbMATH Open1362.53009arXiv1507.00286OpenAlexW2962874504MaRDI QIDQ509732FDOQ509732

Authors: Terence J. Lyons, Weijun Xu 

Publication date: 17 February 2017

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We develop a simple procedure that allows one to explicitly reconstruct any piecewise linear path from its signature. The construction is based on the development of the path onto the hyperbolic space.

Full work available at URL: https://arxiv.org/abs/1507.00286

Recommendations

• Inverting the signature of a path
• Signature inversion for monotone paths
• Reconstruction for the signature of a rough path
• Learning paths from signature tensors
• Signatures of paths transformed by polynomial maps

zbMATH Keywords

signaturepiecewise linear pathshyperbolic development

Mathematics Subject Classification ID

Curves in Euclidean and related spaces (53A04) Higher-dimensional and -codimensional surfaces in Euclidean and related (n)-spaces (53A07)

Cites Work

• Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
• Iterated Integrals and Exponential Homomorphisms^†
• Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
• Uniqueness for the signature of a path of bounded variation and the reduced path group
• Title not available (Why is that?)
• Stochastic area for Brownian motion on the Sierpiński gasket
• Inverting the signature of a path

Cited In (22)

• Signature asymptotics, empirical processes, and optimal transport
• Embedding and learning with signatures
• Inverting the signature of a path
• Topologies on unparameterised path space
• New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
• Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\)
• Uniqueness for the signature of a path of bounded variation and the reduced path group
• \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
• Reconstruction for the signature of a rough path
• Learning paths from signature tensors
• Signature inversion for monotone paths
• The accessibility problem for geometric rough differential equations
• Rough paths, signatures and the modelling of functions on streams
• A topological approach to mapping space signatures
• The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
• Iterated integrals and population time series analysis
• VARIETIES OF SIGNATURE TENSORS
• Tail asymptotics of the Brownian signature
• Decomposing tensor spaces via path signatures
• Path developments and tail asymptotics of signature for pure rough paths
• Algorithm 1004: the iisignature library: efficient calculation of iterated-integral signatures and log signatures
• Weighted signature kernels

This page was built for publication: Hyperbolic development and inversion of signature

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q509732)