21 citations · 96 across the 15 of their papers we have counts for
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stat.ML2024
On expected signatures and signature cumulants in semimartingale models
Peter K. Friz, Paul P. Hager, Nikolas Tapia
The concept of signatures and expected signatures is vital in data science, especially for sequential data analysis. The signature transform, a Cartan type development, translates…
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…