Generalized iterated-sums signatures
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Abstract (arXiv)
We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Kir'aly 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.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). First posted on arXiv 8 Dec 2020.
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Citing papers per year: 2023: 2; 2024: 0; 2025: 0; 2026: 1.
3 papers.
- 2023Random Fourier Signature Featurescited by 9
- 2023The Signature Kernelcited by 8
- 2026The Volterra signaturecited by 5
- 2026The Volterra signature4 Mar 2026
- 2023Random Fourier Signature Features20 Nov 2023
- 2023The Signature Kernel8 May 2023