Generalized iterated-sums signatures
December 08, 2020 Β· Declared Dead Β· π arXiv.org
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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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