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math.PR2026
Dimension reduction for path signatures
Christian Bayer, Martin Redmann
This paper focuses on the mathematical framework for reducing the complexity of models using path signatures. The structure of these signatures, which can be interpreted as collect…
math.PR2025
Model reduction for fully nonlinear stochastic systems
Martin Redmann
This paper presents a novel model order reduction framework tailored for fully nonlinear stochastic dynamics without lifting them to quadratic systems and without using linearizati…