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math.PR2026
Expected signatures via partial integration, coordinate change and symmetrization
Paul P. Hager, Luca Pelizzari
We study signature transformations of heterogeneous paths whose components may differ in regularity and probabilistic structure. We introduce an invertible change of coor…
math.NA2026
Computational aspects of the Volterra Signature
Paul P. Hager, Fabian N. Harang, Luca Pelizzari +1
The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory…
stat.ML2026
The Volterra signature
Paul P. Hager, Fabian N. Harang, Luca Pelizzari +1
Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implic…