controlled differential equations 1functional analysis 1lie groups 1rough paths 1signature methods 1universal approximation 1
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stat.ML2026
The Volterra signature
Paul P. Hager, Fabian N. Harang, Luca Pelizzari +1
Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implic…
stat.ML2025
On expected signatures and signature cumulants in semimartingale models
Peter K. Friz, Paul P. Hager, Nikolas Tapia
The concept of signatures and expected signatures is vital in data science, especially for sequential data analysis. The signature transform, a Cartan type development, translates…