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math.AT2025
Thin homotopy and the signature of piecewise linear surfaces
Francis Bischoff, Darrick Lee
We introduce a crossed module of piecewise linear surfaces and study the signature homomorphism, defined as the surface holonomy of a universal translation invariant -connection…
math.ST2025
Path-Dependent SDEs: Solutions and Parameter Estimation
Pardis Semnani, Vincent Guan, Elina Robeva +1
We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path s…
stat.ML2025
Communities in the Kuramoto Model: Dynamics and Detection via Path Signatures
Tâm Johan Nguyên, Darrick Lee, Bernadette Jana Stolz
The behavior of multivariate dynamical processes is often governed by underlying structural connections that relate the components of the system. For example, brain activity, which…