activity
20102024
most citedRobust filtering: Correlated noise and multidimensional observation

36 citations · 208 across the 26 of their papers we have counts for

collaborators

29 papers

math.RA2024

Conjugation, loop and closure invariants of the iterated-integrals signature

Joscha Diehl, Rosa Preiß, Jeremy Reizenstein

Given a feature set for the shape of a closed loop, it is natural to ask which features in that set do not change when the starting point of the path is moved. For example, in two…

math.RA2024

A multiplicative surface signature through its Magnus expansion

Ilya Chevyrev, Joscha Diehl, Kurusch Ebrahimi-Fard +1

In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and d…

math.CA2024★ 1 cited

On the signature of an image

Joscha Diehl, Kurusch Ebrahimi-Fard, Fabian Harang +1

Over the past decade, the importance of the 1D signature which can be seen as a functional defined along a path, has been pivotal in both path-wise stochastic calculus and the anal…

math.RA2023

Hopf Algebra on Vincular Permutation Patterns

Joscha Diehl, Emanuele Verri

We introduce a new Hopf algebra that operates on pairs of finite interval partitions and permutations of equal length. This algebra captures vincular patterns, which involve specif…

math.RA2023

The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures

Marianne Clausel, Joscha Diehl, Raphael Mignot +3

We establish the well-definedness of the barycenter (in the sense of Buser and Karcher) for every integrable measure on the free nilpotent Lie group of step (over $\mathbb{R}^d…

math.CO2022

A structure theorem for streamed information

Cristopher Salvi, Joscha Diehl, Terry Lyons +2

We identify the free half shuffle algebra of Schützenberger (1958) with an algebra of real-valued functionals on paths, where the half shuffle emulates integration of a functional…