A topological approach to signatures

Abstract: The path signature is a characterization of paths initially developed by Chen to study the topology of loop spaces, and has recently been used to form the foundations of rough paths in stochastic analysis, and provides a powerful feature map for sequential data in machine learning. In this talk, we return to the topological foundations in Chen's iterated integral cochain models to develop generalizations of the signature.

algebraic topologycategory theorygroup theoryK-theory and homology

Audience: researchers in the topic

Cihan Okay

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Recordings of talks available at www.youtube.com/channel/UCLrmyGpqxyeVpTcA1b5HcMw/videos