129 citations · 637 across the 37 of their papers we have counts for
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math.ST2018★ 40 cited
Signature moments to characterize laws of stochastic processes
Ilya Chevyrev, Harald Oberhauser
The sequence of moments of a vector-valued random variable can characterize its law. We study the analogous problem for path-valued random variables, that is stochastic processes,…
math.PR2018★ 23 cited
Yang-Mills measure on the two-dimensional torus as a random distribution
Ilya Chevyrev
We introduce a space of distributional one-forms on the torus for which holonomies along axis paths are well-defined and induce Hölder continuous functions o…
stat.ML2018★ 69 cited
Persistence paths and signature features in topological data analysis
Ilya Chevyrev, Vidit Nanda, Harald Oberhauser
We introduce a new feature map for barcodes that arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, an…