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Generalized iterated-sums signatures

8 December 2020
J. Diehl
K. Ebrahimi-Fard
Nikolas Tapia
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Abstract

We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F.~Kir\ály and H.~Oberhauser. In particular, we show how to recover the character property of the associated linear map over the tensor algebra by considering a deformed quasi-shuffle product of words on the latter. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties.

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