Nikolas Tapia
Higher-order iterated sums signatures
Abstract
In 2019, together with J. Diehl and K. Ebrahimi-Fard, we introduced a discrete analog of the interated integrals signature of a smooth path for time series.
In the first part of the talk we review its definition and main properties. Then, in the second half, we explore some "higher-order analogues" of this construction and the main algebraic structures describing its combinatorics.
