Generalized iterated-sums signatures

Abstract

We explore the algebraic properties of a generalized version of the iterated-sums signature, inspired by previous work of F. Király and H. Oberhauser. In particular, we show how to recover the character property of the associated linear map on the tensor algebra by considering a deformed quasi-shuffle product of words. We introduce three non-linear transformations on iterated-sums signatures, close in spirit to Machine Learning applications, and show some of their properties.