Papers › Calculation of Iterated-Integral Signatures and Log Signatures

Calculation of Iterated-Integral Signatures and Log Signatures

7 Dec 2017arXiv:1712.02757links table onlyarchive 2025-07-28

Jeremy Reizenstein

The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.

We explain the algebra needed to make sense of the log signature of a path, with plenty of examples. We show how the log signature can be calculated numerically, and explain some software tools which demonstrate it.

PaperPDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

bottler/iisignature officialmentioned in paperpytorchMIT report
bottler/phd-docs mentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections