2 papers
math.ST2026
How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression
Blanka Horvath, Wen Su, Wu Su +2
Many prediction and decision-making problems in operations research involve path-valued covariates -- data that evolve over time -- for which path signatures have become a canonica…
stat.ML2026
On Consistency of Signature Using Lasso
Xin Guo, Binnan Wang, Ruixun Zhang +1
Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data a…