pathsig: A GPU-Accelerated Library for Truncated and Projected Path Signatures

Handwritten signature verification is vital for personal authentication across commercial and financial applications. Although deep learning methods are widely adopted for online signature verification (OSV), they often struggle with capturing highly discriminative features and modelling long-range dependencies. To address these issues, we propose a novel framework that integrates the augmented path signature (APS) descriptor with the T-Mamba model. The APS descriptor first applies time and basepoint augmentations, then computes sliding-window path signatures. The path signature is a non-parametric feature map from rough path theory that effectively captures geometric structures and nonlinear inter-channel interactions. Inspired by the efficacy of state space models (SSMs) in sequence modelling, our T-Mamba model employs a hybrid design combining two temporal convolutional network (TCN) blocks with a time-scanning Mamba. This design enables the model to learn both local temporal patterns and global long-range dependencies, substantially improving verification accuracy. Our framework achieves state-of-the-art EERs on three public benchmark datasets (MCYT-100, SVC-2004 Task 2, DeepSignDB), validating its effectiveness and robustness, especially when the training data is limited. Our code is publicly available at https://github.com/DLRL04/OSV-using-APS-and-T-Mamba.

Online goal recognition in continuous domains poses two central challenges: efficiently encoding large trajectories and effectively comparing them. Recent work addresses these challenges by using custom state-space representations and metrics to compare observations against hypotheses. However, these approaches often overlook well-established encoding techniques used in other domains that offer substantial advantages. This paper introduces a novel method for online goal recognition that leverages path signatures, a compact, expressive representation of rough path theory that efficiently captures key semantic features of trajectories, enabling more meaningful comparisons between them. Experiments show that our method consistently outperforms the state of the art in predictive accuracy and online planning efficiency, while remaining competitive offline.

The signature transform is a principled feature map for continuous-time paths, valued for its uniqueness and universality. Recovering a path from its truncated signature is, however, structurally ill-posed because the truncated signature map is not injective. We therefore reframe truncated signature inversion as a probabilistic problem -- learning the conditional distribution of a path given its truncated signature -- and adopt a signature-conditioned flow matching model as a practical estimator. This probabilistic formulation elucidates the fundamental difficulty of inversion: Bayes reconstruction error quantifies the irreducible uncertainty remaining after conditioning on a statistic. We derive the Bayes-optimal error under linear statistics, obtaining a closed form for log-GBM and numerically tractable formulas for log-fBM and OU, yielding a concrete theoretical baseline for model validation. This baseline upper-bounds the Bayes error under truncated-signature conditioning, since truncated signatures provide richer information than linear statistics. Experiments show that empirical reconstruction errors under linear-statistics conditioning faithfully align with the theory-derived baseline, while errors decrease when the statistic is replaced with truncated signatures. Moreover, generated paths faithfully recover the conditioning signature while preserving key distributional and temporal structures, indicating that the estimator is well-calibrated to the target conditional distribution. Together, these results establish a well-posed probabilistic framework for truncated-signature inversion, with applicability demonstrated on real financial data beyond the parametric process families covered by theory.