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Publisher: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik × Subject: Signature ×

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    The moving frame method for iterated-integrals: Orthogonal invariants
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Diehl, Joscha; Preiß, Rosa; Ruddy, Michael; Tapia, Nikolas
    We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F. Kiraly 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.