mlsanityData to 7 Oct 2026

The iisignature library: efficient calculation of iterated-integral signatures and log signatures

arXiv 1802.08252 ↗First posted 22 Feb 2018cs.DS cs.MS math.RAcited by 38

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Abstract (arXiv)

Iterated-integral signatures and log signatures are vectors calculated from a path that characterise its shape. They come from the theory of differential equations driven by rough paths, and also have applications in statistics and machine learning. We present algorithms for efficiently calculating these signatures, and benchmark their performance. We release the methods as a Python package.

Key facts. Cited by 38 papers in the map (data through 7 Oct 2026). First posted on arXiv 22 Feb 2018.

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2021: 5; 2022: 5; 2023: 4; 2024: 8; 2025: 10; 2026: 6.

38 papers.

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  1. 2022Signature Methods in Machine Learningcited by 33
  2. 2021Framing RNN as a kernel method: A neural ODE approachcited by 23
  3. 2021SigGPDE: Scaling Sparse Gaussian Processes on Sequential Datacited by 22
  4. 2024Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patchingcited by 16
  5. 2024Lecture notes on rough paths and applications to machine learningcited by 13
  6. 2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity marketcited by 11
  7. 2021Logsig-RNN: a novel network for robust and efficient skeleton-based action recognitioncited by 10
  8. 2022Applications of Signature Methods to Market Anomaly Detectioncited by 9
  9. 2021BR-NS: an Archive-less Approach to Novelty Searchcited by 7
  10. 2022Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEscited by 7
  11. 2024Dynamical Survival Analysis with Controlled Latent Statescited by 7
  12. 2023Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Frameworkcited by 6
26 more
  1. 2024Sparse Signature Coefficient Recovery via Kernelscited by 5
  2. 2025pySigLib -- Fast Signature-Based Computations on CPU and GPUcited by 5
  3. 2021Deep Signature FBSDE Algorithmcited by 4
  4. 2024Novelty Detection on Radio Astronomy Data using Signaturescited by 4
  5. 2023Learning the Dynamics of Sparsely Observed Interacting Systemscited by 3
  6. 2026The Volterra signaturecited by 3
  7. 2023A Neural RDE-based model for solving path-dependent PDEscited by 2
  8. 2023Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modellingcited by 2
  9. 2025Hedging with memory: shallow and deep learning with signaturescited by 2
  10. 2025Sliding-Window Signatures for Time Series: Application to Electricity Demand Forecastingcited by 1
  11. 2025Local regression on path spaces with signature metricscited by 1
  12. 2025Signature Kernel Scoring Rule: A Spatio-Temporal Diagnostic for Probabilistic Weather Forecastingcited by 1
  13. 2025Path Signatures Enable Model-Free Mapping of RNA Modificationscited by 1
  14. 2022Learning with Signaturescited by 0
  15. 2024Log-PDE Methods for Rough Signature Kernelscited by 0
  16. 2024Fractional signature: a generalisation of the signature inspired by fractional calculuscited by 0
  17. 2024Deep Signature: Characterization of Large-Scale Molecular Dynamicscited by 0
  18. 2025SigBERT: Combining Narrative Medical Reports and Rough Path Signature Theory for Survival Risk Estimation in Oncologycited by 0
  19. 2025Learning non-Markovian Dynamical Systems with Signature-based Encoderscited by 0
  20. 2025Rough Path Signatures: Learning Neural RDEs for Portfolio Optimizationcited by 0
  21. 2025Novelty detection on path spacecited by 0
  22. 2026pathsig: A GPU-Accelerated Library for Truncated and Projected Path Signaturescited by 0
  23. 2026Global universality via discrete-time signaturescited by 0
  24. 2026Branched Signature Kernel Solvers for ODEs with rough Single-Trajectory signalscited by 0
  25. 2026Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEscited by 0
  26. 2026A Heisenberg Lift Descriptor for Order Sensitive Online Handwriting Recognitioncited by 0