activity
20102024
most citedRobust filtering: Correlated noise and multidimensional observation

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

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Showing 2020Show all

5 papers · 1 filter

math.DG2020★ 1 cited

The moving frame method for iterated-integrals: orthogonal invariants

Joscha Diehl, Rosa Preiß, Michael Ruddy +1

Geometric features, robust to noise, of curves in Euclidean space are of great interest for various applications such as machine learning and image analysis. We apply the Fels-Olve…

math.RA2020★ 7 cited

Generalized iterated-sums signatures

Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia

We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Király and H.~Oberhauser. In particular, we show how to…

math.RA2020★ 9 cited

Tropical time series, iterated-sums signatures and quasisymmetric functions

Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia

Aiming for a systematic feature-extraction from time series, we introduce the iterated-sums signature over arbitrary commutative semirings. The case of the tropical semiring is a c…

math.RA2020★ 2 cited

A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula

Laura Colmenarejo, Joscha Diehl, Miruna-Stefana Sorea

Motivated by a polynomial identity of certain iterated integrals, first observed in [CGM20] in the setting of lattice paths, we prove an intriguing combinatorial identity in the sh…

math.RA2020★ 5 cited

Areas of areas generate the shuffle algebra

Joscha Diehl, Terry Lyons, Rosa Preiß +1

We consider the anti-symmetrization of the half-shuffle on words, which we call the 'area' operator, since it corresponds to taking the signed area of elements of the iterated-inte…