The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures
DOI10.1137/23m159024xzbMATH Open1545.60125MaRDI QIDQ6594416
Leonard Schmitz, Nozomi Sugiura, Marianne Clausel, Raphael Mignot, Joscha Diehl, Konstantin Usevich
Publication date: 28 August 2024
Published in: SIAM Journal on Applied Algebra and Geometry (Search for Journal in Brave)
Brownian motionbarycentertensor algebraBCH formulaGröbner bases of modulesgroup meaniterated-integrals signature
Brownian motion (60J65) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10) Nilpotent and solvable Lie groups (22E25) Multilinear algebra, tensor calculus (15A69) Signatures and data streams (60L10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characteristic functions of measures on geometric rough paths
- Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
- Time-warping invariants of multidimensional time series
- Expected signature of Brownian motion up to the first exit time from a bounded domain
- New constructive methods in classical ideal theory
- Differential equations driven by rough signals
- Properization: constructing proper scoring rules via Bayes acts
- Multidimensional Stochastic Processes as Rough Paths
- An efficient algorithm for computing the Baker–Campbell–Hausdorff series and some of its applications
- Fonctionnelles causales non linéaires et indéterminées non commutatives
- Learning Paths from Signature Tensors
- VARIETIES OF SIGNATURE TENSORS
- Means and Averaging in the Group of Rotations
- The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
- Beyond Riemannian geometry
- Exponential Barycenters of the Canonical Cartan Connection and Invariant Means on Lie Groups
- Unified signature cumulants and generalized Magnus expansions
- A course on rough paths. With an introduction to regularity structures
- The moving-frame method for the iterated-integrals signature: orthogonal invariants
This page was built for publication: The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures
