The path signature is a characterization of paths that originated in Chen's iterated integral cochain model for path spaces and loop spaces. More recently, it has been used to form the foundations of rough paths in stochastic analysis, and provides an effective feature map for sequential data in machine learning. In this talk, we return to the topological foundations in Chen's construction to develop generalizations of the signature.
Fri, 10 Dec 2021
15:00 - 16:00