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PathSignatures - A Macaulay2 package for working with signature tensors

  • Felix Lotter (MPI MiS Leipzig)
E2 10 (Leon-Lichtenstein)

Abstract

The signature of a path is a non-commutative power series whose coefficients are given by certain iterated integrals over the path components. This series almost uniquely characterizes the path up to translation and reparametrization. Projections of these series to their homogeneous components yield the so-called signature tensors.

Our package PathSignatures simplifies the study of these interesting objects in Macaulay2 for piecewise polynomial paths. It allows for the creation and manipulation of paths and the straight-forward computation of the associated signature tensors.

This is joint work with Carlos Améndola, Oriol Reig and Angelo El Saliby.

Saskia Gutzschebauch

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Mirke Olschewski

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Anne Frühbis-Krüger

Carl von Ossietzky Universität Oldenburg

Alheydis Geiger

Max Planck Institute for Mathematics in the Sciences

Max Horn

Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau

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