Workshop
Random curves as random tensors
- Harald Oberhauser (University of Oxford)
Abstract
Signatures describe curves as a sequence of tensors of increasing degree. Consequently random curves, that is stochastic processes, can be studied by a sequence of random tensors of increasing degree. For example, in analogy to the classical moment generating function, their expected value can characterize the underlying probability measure. I will talk about how this leads to interesting theoretical questions and, vice versa, how applications in statistical inference can inspire theoretical results and new questions.
