Generalized iterated-sums signatures

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Authors Joscha Diehl, Kurusch Ebrahimi-Fard, Nikolas Tapia arXiv ID 2012.04597 Category math.RA Cross-listed cs.CV, cs.LG Citations 13 Venue arXiv.org Last Checked 3 months ago
Abstract
We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~KirΓ‘ly and H.~Oberhauser. In particular, we show how to recover the character property of the associated linear map over the tensor algebra by considering a deformed quasi-shuffle product of words on the latter. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties.
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