Path Signatures

Few-shot industrial defect detection remains difficult for standard supervised detectors, which achieve poor performance on boundary-dominated industrial defects. This paper proposes rough path signature-guided geometry augmentation (RPS-GA), a geometry-aware approach in which Canny edge contours are treated as ordered planar paths whose truncated second-order signature responses, especially the antisymmetric Lévy-area term, are aggregated into a spatial map that highlights boundary-related structure through two fusion operators, SIG-AUG and SGAA. The approach is evaluated on NEU-DET and PCB-Defect under a few-shot protocol with 5, 10, 20, or 50 labeled images per class, using an unmodified YOLOv8n detector throughout. Compared with the baseline, RPS-GA delivers large gains when supervision is limited, although the margin shrinks as more labels become available. On NEU-DET, SIG-AUG raises 10-shot [email protected] from 0.341 to 0.583, whereas on PCB-Defect, SGAA improves 10-shot [email protected] from 0.086 to 0.299 and yields usable detection at 5-shot where the baseline fails entirely. These trends are confirmed by multi-seed evaluation across independent random partitions. Overall, the results indicate that second-order path-signature geometry offers a practical way to strengthen few-shot industrial defect detection without meta-learning or detector redesign.

Rough path signatures are a universal feature map for continuous paths and, via the expected signature, characterise path distributions. These guarantees do not directly extend to cadlag paths of Temporal Point Processes (TPPs), limiting the use of signature methods for event sequences. Furthermore, neural TPP models, including recent generative approaches, optimise per-event objectives with no global sequence-level loss, while evaluation of variable-length event sequences lacks distributional discrepancy measures. This paper proposes a common pathwise framework for addressing these limitations. We introduce the interarrival embedding, a stable, injective lift from jump paths to continuous paths of bounded variation, extending signature methods to discrete event sequences. Our theoretical contributions give rise to sigTPP, the first signature-based generative model for TPPs, trained using a path-level loss on complete trajectories. We further analyse the space of counting paths and derive three distributional discrepancies, providing mathematically justified tools for evaluating generative TPP models. Across synthetic and real-world datasets, sigTPP achieves the best average rank based on eight complementary metrics, outperforms or is within a standard error of the strongest baseline in 64% of the dataset-metric pairs, and according to a relative score, improves against every baseline by at least 19% on average.

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.

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.

We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with treatment as a continuous-time control. Naive model-based optimization can exploit model errors and propose out-of-support controls, so optimizing the estimated dynamics may not optimize the true dynamics. To limit extrapolation, we add a consistent signature-based MMD regularizer on path space that penalizes treatment plans whose induced trajectory distribution deviates from observed trajectories. The resulting objective minimizes a computable upper bound on the true cost. Experiments on benchmark datasets show improved robustness and performance compared to non-conservative baselines.

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 dense with respect to $L^p$- and weighted norms. We verify that these approximation results are applicable to piecewise linear interpolations of a class of Gaussian processes, including Brownian motion and fractional Brownian motion with Hurst parameter $H>1/4$. Moreover, we derive quantitative convergence rates for signatures of piecewise linear approximations of Gaussian processes towards their continuous-time counterparts. Consequently, we obtain $L^p$-approximation results for path-dependent functionals of Gaussian processes, as well as for random ordinary differential equations and stochastic differential equations driven by Brownian motion.

Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implicit memory mechanisms that can be difficult to interpret or to train over long horizons. We propose the Volterra signature $\mathrm{VSig}(x;K)$ as a principled, explicit feature representation for history-dependent systems. By developing the input path $x$ weighted by a temporal kernel $K$ into the tensor algebra, we leverage the associated Volterra--Chen identity to derive rigorous learning-theoretic guarantees. Specifically, we prove an injectivity statement (identifiability under augmentation) that leads to a universal approximation theorem on the infinite dimensional path space, which in certain cases is achieved by linear functionals of $\mathrm{VSig}(x;K)$. Moreover, we demonstrate applicability of the kernel trick by showing that the inner product associated with Volterra signatures admits a closed characterization via a two-parameter integral equation, enabling numerical methods from PDEs for computation. For a large class of exponential-type kernels, $\mathrm{VSig}(x;K)$ solves a linear state-space ODE in the tensor algebra. Combined with inherent invariance to time reparameterization, these results position the Volterra signature as a robust, computationally tractable feature map for data science. We demonstrate its efficacy in dynamic learning tasks on real and synthetic data, where it consistently improves classical path signature baselines.

Path signatures provide a rich representation of sequential data, with strong theoretical guarantees and good performance in a variety of machine-learning tasks. While signatures have progressed from fixed feature extractors to trainable components of machine-learning models, existing libraries often lack the required scalability for large-scale, gradient-based learning. To address this gap, this paper introduces pathsig, a PyTorch-native library that computes path signatures directly in the word basis. By using CUDA kernels to update signature coefficients in parallel over prefix-closed word sets, pathsig achieves high GPU throughput and near-minimal peak memory. Compared with other libraries, pathsig achieves 10-30x speedups for computation of truncated signatures and up to 4-10x speedups in training that require backpropagation through the signature. Beyond regular truncation, pathsig supports projections of the (infinite-dimensional) signature onto user-specified sets of words and anisotropic truncation motivated by inhomogeneous path regularity, enabling more compact representations that can reduce dimensionality, redundancy, and computational cost.

Online handwritten character recognition leverages stroke order and dynamic features, which generally provide higher accuracy and robustness compared with offline recognition. However, in practical applications, rotational deformations can disrupt the spatial layout of strokes, substantially reducing recognition accuracy. Extracting rotation-invariant features therefore remains a challenging open problem. In this work, we employ the Sliding Window Path Signature (SW-PS) to capture local structural features of characters, and introduce the lightweight Linear Recurrent Units (LRU) as the classifier. The LRU combine the fast incremental processing capability of recurrent neural networks (RNN) with the efficient parallel training of state space models (SSM), while reliably modelling dynamic stroke characteristics. We conducted recognition experiments with random rotation angle up to $\pm 180^{\circ}$ on three subsets of the CASIA-OLHWDB1.1 dataset: digits, English upper letters, and Chinese radicals. The accuracies achieved after ensemble learning were $99.62\%$, $96.67\%$, and $94.33\%$, respectively. Experimental results demonstrate that the proposed SW-PS+LRU framework consistently surpasses competing models in both convergence speed and test accuracy.

We establish $L^p$-universal approximation theorems for general path-dependent and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to the $L^p$-distance. To that end, we derive global universal approximation theorems for weighted rough path spaces. We demonstrate that these $L^p$-universal approximation theorems apply to Gaussian processes, in particular, to fractional Brownian motion. As a consequence, linear functionals on the signature of the time-extended Brownian motion can approximate any $p$-integrable stochastic process adapted to the Brownian filtration, including solutions to stochastic differential equations.

Diffusion models achieve state-of-the-art generative performance but remain computationally expensive at inference, often requiring many discretization steps. We propose Sig-DEG (Signature-based Differential Equation Generator), a generator for distilling pre-trained diffusion models. Inspired by high-order stochastic Taylor expansions, Sig-DEG combines partial signatures that summarize Brownian motion over subintervals with a recurrent structure to approximate stochastic differential equation solutions to achieve universality. We formulate distillation as supervised learning, matching fine-resolution teacher trajectories on a coarse time grid. At inference, Sig-DEG enables fast generation, as the partial signatures can be simulated exactly from their known distributions without requiring fine-grained Brownian paths. Experiments on image and time-series generation demonstrate competitive sample quality with inference speedups of up to several hundred times over the teacher. A Schrödinger bridge example further demonstrates Sig-DEG's applicability beyond diffusion distillation.