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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.PR2025
Expected Signature Kernels for Rough Paths
Peter K. Friz, Paul P. Hager
The expected signature kernel is a similarity measure of probability laws on path space and enters directly into signature maximum mean discrepancies. Building on [P. K. Friz, P. P…