Generalized iterated-sums signatures
arXiv:2012.04597 · doi:10.1016/j.jalgebra.2023.06.007
Abstract
We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Király and H.~Oberhauser. In particular, we show how to recover the character property of the associated linear map over the tensor algebra by considering a deformed quasi-shuffle product of words on the latter. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties.
arXiv comment17 pages
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