A Representation Theoretic View on Signature Transforms
Speaker:
Josef Teichmann, ETH Zürich
Date and Time:
Monday, September 26, 2022 - 3:00pm to 3:30pm
Location:
Fields Institute, Room 230
Abstract:
We show by means to representation theory that flows of certain controlled random dynamical systems provide an exhaustive list of features of input controls. We apply these results for the reconstruction of irregularly observed generic dynamics.