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New research details global universality via discrete-time signatures

By PulseAugur Editorial · [1 sources] ·

A new arXiv paper introduces a method for achieving global universality in non-anticipative and path-dependent functionals using discrete-time signatures. The research establishes that linear functionals of these signatures can approximate various Gaussian processes, including Brownian motion and fractional Brownian motion with a Hurst parameter greater than 1/4. The findings also yield approximation results for random and stochastic differential equations driven by Brownian motion. AI

IMPACT This research could lead to more robust and universal approximation capabilities for complex time-series data and stochastic systems.

RANK_REASON The cluster contains a single academic paper published on arXiv. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv cs.LG →

AI-generated summary · Google Gemini · from 1 sources. How we write summaries →

New research details global universality via discrete-time signatures

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The cluster contains a single academic paper published on arXiv. [lever_c_demoted from research: ic=1 ai=1.0]
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COVERAGE [1]

  1. arXiv cs.LG TIER_1 Italiano(IT) · Mihriban Ceylan, David J. Pr\"omel ·

    Global universality via discrete-time signatures

    arXiv:2603.09773v2 Announce Type: replace-cross Abstract: We establish global universal approximation theorems for non-anticipative and general path-dependent functionals on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dens…

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