We refine prior bounds on how the multivariable signature and the nullity of a link change under link cobordisms. The formula generalizes a series of results about the 4-genus having their origins in the Murasugi-Tristram inequality, and at the same time extends previously known results about concordance invariance of …
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48 results for “multivariable signature”
Unified and simplified signature method for multivariate time series.
problem Challenging application of signature method due to its flexibility.
method Generalised signature method unifying various techniques.
result Competitive performance against benchmarks for multivariate time series classification.
Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.
problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.
This paper extends hypergraph construction to multivariate time series using signature transforms.
problem Constructing hypergraphs from collections of multivariate time series.
method Leveraging signature transforms to introduce controlled randomness and robustness.
result Validated on synthetic datasets, the method enhances robustness in hypergraph construction.
A new method detects anomalies in multivariate streams without unit dependence.
problem Detect anomalies in multivariate streams without unit dependence.
method Proposes SigMahaKNN combining variance norm and path signature.
result SigMahaKNN detects anomalies better than existing methods.
Researchers develop a formula to calculate rho invariant of Dehn surgeries on links.
problem Exploring relationships between rho invariant and signatures of links.
method Developed a versatile cut-and-paste formula for the rho invariant.
result Found formulas expressing rho invariant of Dehn surgeries on links as a sum of multivariable signature and easy-to-compute terms.
A new method computes link invariants from diagrams.
problem Computing link invariants efficiently.
method Single symmetric matrix from a link diagram.
result Multivariable Alexander polynomial computation.
New formulas estimate link signatures near 1.
problem Estimating link signatures close to 1.
method Two approaches: 3D and 4D, using generalized Seifert surfaces and a new extension to the torus.
result New estimates on Levine-Tristram signature near 1.
We introduce a multivariable Casson-Lin type invariant for links in . This invariant is defined as a signed count of irreducible representations of the link group with fixed meridional traces. For 2-component links with linking number one, the invariant is shown to be a sum of multivariable …
Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, how…
Taking the signature of the closure of a braid defines a map from the braid group to the integers. In 2005, Gambaudo and Ghys expressed the homomorphism defect of this map in terms of the Meyer cocycle and the Burau representation. In the present paper, we simultaneously extend this result in two directions, considerin…
Develops new techniques for learning from sequential data groups.
problem Learning from groups of inputs rather than individual inputs.
method Introduces feature-based and kernel-based learning techniques for sequential data.
result Achieves state-of-the-art performance on various real-world examples.
Universal approximation for rough paths and Lévy processes.
problem Approximating continuous functionals of càdlàg paths.
method Linear functionals of time-extended signatures.
result Universal approximation theorem for continuous functionals of càdlàg paths.
Sig-Splines model uses signatures and splines for time series data, achieving universality and convexity.
problem Creating a generative model for multivariate time series data.
method Combines linear transformations and signature transforms into a neural spline flow.
result Achieves universality and introduces convexity in model parameters.
Extended signatures help distinguish non-concordant links.
problem Distinguishing non-concordant links using signatures.
method Defined and studied an n-variable extension of the Levine-Tristram signature, proving it a concordance invariant on a dense subset of the torus.
result Found an infinite family of 3-component links not concordant to their mirror images, detectable only by the extended signature.
The paper proposes using path signatures for better inference in time series data.
problem Simulation models with time series data often lack tractable likelihood functions.
method Approximate Bayesian Computation with path signatures to handle sequential data.
result Theoretical guarantees on the resultant posteriors for Bayesian parameter inference.
We define the slope of a colored link in an integral homology sphere, associated to admissible characters on the link group. Away from a certain singular locus, the slope is a rational function which can be regarded as a multivariate generalization of the Kojima--Yamasaki -function. It is the ratio of two Conway pot…
Extends a formula for the homomorphism defect of a signature map to coloured braids.
problem Evaluate the homomorphism defect of a signature map for coloured braids.
method Uses a 4-dimensional interpretation of the signature and new 4D tools like the Maslov index and isotropic functor.
result Generalizes the formula of Gambaudo and Ghys to coloured braids and tangles.
We develop a Bayesian approach to learning from sequential data by using Gaussian processes (GPs) with so-called signature kernels as covariance functions. This allows to make sequences of different length comparable and to rely on strong theoretical results from stochastic analysis. Signatures capture sequential struc…
Detects changes in brain signal topology to predict epileptic seizures.
problem Anomaly detection in EEG signals for epilepsy.
method Extends signature theory to detect changes in topological structure of EEG signals.
result Detection of precursor phenomena to epileptic seizures.
New method uses information theory to uncover causal relationships in complex systems.
problem Discovering causal relationships in multivariate systems, especially in Bayesian networks and hypergraphs.
method Partial Information Decomposition (PID) to explicitly model higher-order interactions.
result PID components reveal direct causal neighbors and collider relationships in Bayesian networks and multi-tail hyperedges in causal hypergraphs.
Path signatures reveal community structure in coupled oscillators' dynamics.
problem Detecting communities in multivariate dynamical processes from time series data.
method Path signatures, a mathematical framework encoding geometric and temporal properties of continuous paths.
result Achieved exact recovery of structural communities from observed time series in multiple KSBM instances.
The splitting number of a link is the minimal number of crossing changes between different components required to convert it into a split link. We obtain a lower bound on the splitting number in terms of the (multivariable) signature and nullity. Although very elementary and easy to compute, this bound turns out to be …
Algorithm calculates Seifert matrices for colored links.
problem Computing Seifert matrices for colored links.
method Developed an algorithm implemented in Clasper software.
result Computes Seifert matrices, potential function, and signatures.
The paper offers new methods to determine if certain 3D links can be formed by intersecting spheres in 4D space.
problem Determining if a 3D link can be formed by intersecting spheres in 4D space.
method Using obstructions from multivariable signature, Blanchfield form, and generalised Seifert matrices.
result Provides lower bounds on the doubly slice genus of links.
SigGPDE scales sparse Gaussian processes for sequential data.
problem Predicting and quantifying uncertainty in sequential data.
method Sparse variational inference framework for Gaussian Processes, leveraging GP signature kernel gradients as PDE solutions.
result Significant computational gains and state-of-the-art performance on large sequential datasets.
Temporal cross-validation impacts multivariate time series subsequence anomaly detection evaluationstat.ML
Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.
problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.
New method discovers causal relationships in complex time series data.
problem Discovering causal relationships in multivariate time series is challenging.
method Temporal Dependency to Causality (TD2C) framework using mutual information.
result TD2C achieves state-of-the-art performance in causal discovery.
The weak splitting number of a link is the minimal number of crossing changes needed to turn into a split union of knots. We describe conditions under which certain -valued link invariants give lower bounds on . This result is used both to obtain new bounds on in terms of t…
Information mapping is a popular application of Multivoxel Pattern Analysis (MVPA) to fMRI. Information maps are constructed using the so called searchlight method, where the spherical multivoxel neighborhood of every voxel (i.e., a searchlight) in the brain is evaluated for the presence of task-relevant response patte…
We define a family of formal Khovanov brackets of a colored link depending on two parameters. The isomorphism classes of these brackets are invariants of framed colored links. The Bar-Natan functors applied to these brackets produce Khovanov and Lee homology theories categorifying the colored Jones polynomial. Further,…
Extends Benard-Conway invariant to all two-component links.
problem Counting irreducible SU(2) representations for two-component links.
method Counting irreducible SU(2) representations with fixed meridional traces.
result Invariant equals symmetrized multivariable link signature for (2, 2n)-torus links.
The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.
problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.
Defines knot signature invariant using G-signature theorem.
problem No specific problem stated; focuses on knot theory.
method Uses G-signature theorem to define knot invariant.
result Defines an invariant for strongly invertible knots.
Deep signature/log-signature FBSDE algorithm improves accuracy and training time.
problem Solving FBSDEs with state and path dependent features.
method Incorporates deep signature/log-signature transformation into RNN model.
result Improves accuracy and training time compared to existing methods.
A well-known property of the signature of closed oriented 4n-dimensional manifolds is Novikov additivity, which states that if a manifold is split into two manifolds with boundary along an oriented smooth hypersurface, then the signature of the original manifold equals the sum of the signatures of the resulting manifol…
Maximum Levine-Tristram signature of torus knots follows a reduction formula.
problem Determining the maximum Levine-Tristram signature for torus knots.
method Proved a reduction formula analogous to Gordon-Litherland-Murasugi's classical signature result.
result Maximum Levine-Tristram signature of torus knots satisfies a reduction formula.
New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.
problem Invalidity of existing inverse theorems for mesh group-planes.
method Classification of three and five point meshes, analysis of joint invariant signatures.
result Valid conditions for the Signature-inverse Theorem in mesh group-planes.
Introduces flat discrete signatures for financial data analysis.
problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.
This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …
We define the Analytical signature, the Hodge signature and the de Rham signature for a foliated manifold with boundary with foliation transverse to the boundary. We show that all these signatures coincide and a Hirzebruch formula is valid.
New methods price American options in rough volatility models.
problem Pricing American options under rough volatility.
method Integrating deep-signature and signature-kernel learning into optimal stopping problem solutions.
result Performance comparison in rough Heston and rough Bergomi models.
The paper examines the consistency of Lasso regression applied to signature analysis of time series data.
problem Consistency of Lasso regression in signature analysis of time series data.
method The paper studies the consistency of Lasso regression applied to signature analysis of time series data, both theoretically and numerically.
result The Lasso regression is consistent both asymptotically and in finite sample for certain types of time series and processes.
This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.
problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.
Paper generalizes path signature using fractional calculus for improved machine learning.
problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.
We present a novel method for extracting cancer signatures by applying statistical risk models (http://ssrn.com/abstract=2732453) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples from 14 cancers, we identify an "overall" mode of somatic mutational noise. We give a prescription …
pySigLib speeds up signature-based computations on CPUs and GPUs.
problem Efficient signature-based computations on large datasets and long sequences.
method Optimised Python library for CPU and GPU, novel differentiation scheme.
result Accurate gradients at a fraction of the runtime of existing libraries.
Efficiently computes sparse signature coefficients using kernels.
problem Lack of efficient methods for sparse signature coefficients.
method Signature kernels and PDE-based methods.
result Sparse groups of signature coefficients can be isolated effectively.