Fetching the paper…
Reading the bibliography…
We provide an introduction to the signature method, focusing on its theoretical properties and machine learning applications.
Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
K.-T. Chen · 1957
Earlier work this paper cites.
Integration of paths—a faithful representation of paths by non-commutative formal power series
K.-T. Chen · 1958
Earlier work this paper cites.
Lie elements and an algebra associated with shuffles
R. Ree · 1958
Earlier work this paper cites.
Finite dimensional linear systems
R. W. Brockett · 1970
Earlier work this paper cites.
Principles of mathematical analysis
W. Rudin · 1976
Earlier work this paper cites.
Modeling and analysis of stochastic differential equations driven by point processes
S. I. Marcus · 1978
Earlier work this paper cites.
Modeling and approximation of stochastic differential equations driven by semimartingales
S. I. Marcus · 1980
Earlier work this paper cites.
Free Lie algebras
C. Reutenauer · 1993
Earlier work this paper cites.
Stratonovich stochastic differential equations driven by general semimartingales
T. G. Kurtz, E. Pardoux, and P. Protter · 1995
Earlier work this paper cites.
Pen-Based Recognition of Handwritten Digits
E. Alpaydin and F. Alimoglu · 1998
Earlier work this paper cites.
A generalization of Carleman’s uniqueness theorem and a discrete Phragmén-Lindelöf theorem
B. Korenblum, A. Mascuilli, and J. Panariello · 1998
Earlier work this paper cites.
Differential equations driven by rough signals
T. J. Lyons · 1998
Earlier work this paper cites.
Path-wise solutions of stochastic differential equations driven by Lévy processes
D. R. E. Williams · 2001
Earlier work this paper cites.
Stochastic-process limits
W. Whitt · 2002
Earlier work this paper cites.
Control theory from the geometric viewpoint
A. A. Agrachev and Y. L. Sachkov · 2004
Earlier work this paper cites.
Financial modelling with jump processes
R. Cont and P. Tankov · 2004
Earlier work this paper cites.
Sound compression: a rough path approach
T. J. Lyons and N. Sidorova · 2005
Earlier work this paper cites.
Differential equations driven by rough paths
T. J. Lyons, M. Caruana, and T. Lévy · 2007
Earlier work this paper cites.
Lévy processes and stochastic calculus
D. Applebaum · 2009
Earlier work this paper cites.
Multidimensional stochastic processes as rough paths
P. K. Friz and N. B. Victoir · 2010
Earlier work this paper cites.
Ramification of rough paths
M. Gubinelli · 2010
Earlier work this paper cites.
Uniqueness for the signature of a path of bounded variation and the reduced path group
B. Hambly and T. Lyons · 2010
Earlier work this paper cites.
Probability and measure
P. Billingsley · 2012
Earlier work this paper cites.
Sparse arrays of signatures for online character recognition
B. Graham · 2013
Earlier work this paper cites.
Uniqueness of signature for simple curves
H. Boedihardjo, H. Ni, and Z. Qian · 2014
Earlier work this paper cites.
Marcus versus Stratonovich for systems with jump noise
A. Chechkin and I. Pavlyukevich · 2014
Earlier work this paper cites.
Extracting information from the signature of a financial data stream
J. Field, L. G. Gyurkó, M. Kontkowski, and T. Lyons · 2014
Earlier work this paper cites.
A course on rough paths
P. K. Friz and M. Hairer · 2014
Cited alongside, same era.
A theory of regularity structures
M. Hairer · 2014
Cited alongside, same era.
Comparative evaluation of quetiapine plus lamotrigine combination versus quetiapine monotherapy (and folic acid versus placebo) in bipolar depression (cequel): a 2 × \times 2 factorial randomised trial
J. R. Geddes, A. Gardiner, J. Rendell, M. Voysey, E. Tunbridge, C. Hinds, L.-M. Yu, J. Hainsworth, M.-J. Attenburrow, J. Simon, et al · 2015
Cited alongside, same era.
Learning from the past, predicting the statistics for the future, learning an evolving system
D. Levin, T. Lyons, and H. Ni · 2015
Cited alongside, same era.
Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems
I. Melbourne and R. Zweimüller · 2015
Cited alongside, same era.
Iterated-integral signatures in machine learning
J. F. Reizenstein · 2019
Closest in time.
Signatures in machine learning and finance
I. P. Arribas · 2020
Closest in time.
Superdiffusive limits for deterministic fast-slow dynamical systems
I. Chevyrev, P. K. Friz, A. Korepanov, and I. Melbourne · 2020
Closest in time.
Persistence paths and signature features in topological data analysis
I. Chevyrev, V. Nanda, and H. Oberhauser · 2020
Closest in time.
Optimal execution with rough path signatures
J. Kalsi, T. Lyons, and I. P. Arribas · 2020
Closest in time.
Neural controlled differential equations for irregular time series
P. Kidger, J. Morrill, J. Foster, and T. Lyons · 2020
Closest in time.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Skorohod and Stratonovich integration in the plane
S. Tindel and K. Chouk · 2015
Cited alongside, same era.
The signature of a rough path: uniqueness
H. Boedihardjo, X. Geng, T. Lyons, and D. Yang · 2016
Cited alongside, same era.
Characteristic functions of measures on geometric rough paths
I. Chevyrev and T. Lyons · 2016
Cited alongside, same era.
Application of the signature method to pattern recognition in the cequel clinical trial
A. Kormilitzin, K. Saunders, P. Harrison, J. Geddes, and T. Lyons · 2016
Cited alongside, same era.
Tail estimates for Markovian rough paths
T. Cass and M. Ogrodnik · 2017
Cited alongside, same era.
General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula
P. K. Friz and A. Shekhar · 2017
Cited alongside, same era.
Reconstruction for the signature of a rough path
X. Geng · 2017
Cited alongside, same era.
An efficient representation of chronological events in medical texts
A. Kormilitzin, N. Vaci, Q. Liu, H. Ni, G. Nenadic, and A. Nevado-Holgado · 2020
Closest in time.
Non-parametric pricing and hedging of exotic derivatives
T. Lyons, S. Nejad, and I. Perez Arribas · 2020
Closest in time.
A generalised signature method for multivariate time series feature extraction
J. Morrill, A. Fermanian, P. Kidger, and T. Lyons · 2020
Closest in time.
Utilization of the signature method to identify the early onset of sepsis from multivariate physiological time series in critical care monitoring
J. H. Morrill, A. Kormilitzin, A. J. Nevado-Holgado, S. Swaminathan, S. D. Howison, and T. J. Lyons · 2020
Closest in time.
Gait analysis with wearables can accurately classify fallers from non-fallers: A step toward better management of neurological disorders
R. Z. U. Rehman, Y. Zhou, S. Del Din, L. Alcock, C. Hansen, Y. Guan, T. Hortobágyi, W. Maetzler, L. Rochester, and C. J. Lamoth · 2020
Closest in time.
Algorithm 1004: The iisignature library: Efficient calculation of iterated-integral signatures and log signatures
J. F. Reizenstein and B. Graham · 2020
Closest in time.
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
H. Boedihardjo, J. Diehl, M. Mezzarobba, and H. Ni · 2021
Closest in time.
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
P. Kidger and T. Lyons · 2021
Closest in time.
Signature moments to characterize laws of stochastic processes
I. Chevyrev and H. Oberhauser · 2022
Closest in time.
Two-parameter sums signatures and corresponding quasisymmetric functions
J. Diehl and L. Schmitz · 2022
Closest in time.
Expected signature of stopped Brownian motion on d d -dimensional C 2 , α C^{2,\alpha} -domains has finite radius of convergence everywhere: 2 ≤ d ≤ 8 2\leq d\leq 8
S. Li and H. Ni · 2022
Closest in time.
Log signatures in machine learning
S. Liao · 2022
Closest in time.
Developing the path signature methodology and its application to landmark-based human action recognition
W. Yang, T. Lyons, H. Ni, C. Schmid, and L. Jin · 2022
Closest in time.
Two-dimensional signature of images and texture classification
S. Zhang, G. Lin, and S. Tindel · 2022
Closest in time.
Random Surfaces and Higher Algebra
D. Lee and H. Oberhauser · 2023
Closest in time.
A multiplicative surface signature through its Magnus expansion
I. Chevyrev, J. Diehl, K. Ebrahimi-Fard, and N. Tapia · 2024
Closest in time.
Feature engineering with regularity structures
I. Chevyrev, A. Gerasimovičs, and H. Weber · 2024
Closest in time.
Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems
I. Chevyrev, A. Korepanov, and I. Melbourne · 2024
Closest in time.
The Surface Signature and Rough Surfaces
D. Lee · 2024
Closest in time.
A topological approach to mapping space signatures
C. Giusti, D. Lee, V. Nanda, and H. Oberhauser · 2025
Closest in time.