36 citations · 208 across the 26 of their papers we have counts for
3 papers · 1 filter
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…
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…
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…