Generalized iterated-sums signatures

DOI10.1016/j.jalgebra.2023.06.007zbMath1530.16033arXiv2012.04597OpenAlexW3111525088MaRDI QIDQ6169180

Kurusch Ebrahimi-Fard, Nikolas Tapia, Joscha Diehl

Publication date: 11 July 2023

Published in: Journal of Algebra (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04597

zbMATH Keywords

signatureHopf algebratime series analysistime warpingquasi-shuffle productHoffman's exponential

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Automorphisms and endomorphisms (16W20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Hopf algebras and their applications (16T05)

Cites Work

• Unnamed Item
• Deformations of shuffles and quasi-shuffles
• Quasi-shuffle products revisited
• Free quasi-symmetric functions and descent algebras for wreath products, and noncommutative multi-symmetric functions
• Lie elements and an algebra associated with shuffles
• Time-warping invariants of multidimensional time series
• On the algebra of quasi-shuffles.
• The infinitesimal Hopf algebra and the poset of planar forests.
• Quasi-shuffle products
• Quasi-shuffle algebras in non-commutative stochastic calculus
• Signatures of paths transformed by polynomial maps
• A rough path perspective on renormalization
• On the structure of free Baxter algebras
• Lie Theory for Quasi-Shuffle Bialgebras
• The Cofree Irreducible Hopf Algebra on an Algebra
• Kernels for sequentially ordered data
• The algebra of iterated stochastic integrals
• Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions

This page was built for publication: Generalized iterated-sums signatures