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math.RA2024
A multiplicative surface signature through its Magnus expansion
Ilya Chevyrev, Joscha Diehl, Kurusch Ebrahimi-Fard +1
In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and d…
math.RA2024
Free generators and Hoffman's isomorphism for the two-parameter shuffle algebra
Leonard Schmitz, Nikolas Tapia
Signature transforms have recently been extended to data indexed by two and more parameters. With free Lyndon generators, ideas from -algebras and a novel two-pa…