Time:14:00-16:00, Wednesday, May 20 2026
Venue:E14-116
Speaker:Shi Wang, ShanghaiTech University
Title:An introduction to the path signature theory
Abstract: The signature map sends a BV curve in R^n to a formal series in its tensor algebra, by using the iterated integral method. I will first briefly survey the theory of signature map developed by K.T. Chen, and then introduce the general signature inversion problem. Finally, I will discuss recent joint work with Chong Liu on how to use rational approximation to explicitly recover an axial increasing curve from its signature.