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Workshop

Geometric Aspects of Signatures

  • Darrick Lee (University of Edinburgh)
E1 05 (Leibniz-Saal)

Abstract

In this talk, we consider signatures from a geometric point of view. In particular, the path signature can be viewed as a universal parallel transport map. We will then discuss how this perspective allows us to leverage the notion of surface holonomy to define the surface signature.

Katharina Matschke

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Edward Eriksson

Max Planck Institute for Mathematics in the Sciences

Felix Lotter

Max Planck Institute for Mathematics in the Sciences

Kevine Meugang Toukam

Leipzig University & MPI MiS

Marvin Randig

Leipzig University & MPI MiS

Yuan Tian

Leipzig University & MPI MiS