4 papers
Universal Varieties for Signatures of Membranes
Carlos Améndola, Gabriel Riffo, Leonard Schmitz
Membranes are sufficiently smooth vector-valued functions defined on the unit square, widely used in applications such as interpolation of image data. The signature of a membrane i…
Likelihood Geometry of Moving Average and Autoregressive Processes
Carlos Améndola, Gabriel Riffo
We study the problem of maximum likelihood estimation for moving average (MA) time series models from the perspective of algebraic statistics, with a focus on the structure and num…
Regularized estimation for highly multivariate spatial Gaussian random fields
Francisco Cuevas-Pacheco, Gabriel Riffo, Xavier Emery
Estimating covariance parameters for multivariate spatial Gaussian random fields is computationally challenging, as the number of parameters grows rapidly with the number of variab…
SignatureTensors.jl: A Package for Signature Tensors in Julia
Gabriel Riffo, Leonard Schmitz
We introduce SignatureTensors.jl, a new package for computing signature tensors of paths in julia. We present its core functionality and demonstrate its use through illustrative ex…