Documents from my PhD at Warwick supervised by Dr Ben Graham and Dr Anastasia Papavasiliou.

My thesis is in thesis.pdf.

We have a python package, called iisignature, available on PyPI, which implements signature and log signature calculations reasonably efficiently. User documentation is in iisignature.pdf. The source code is in the iisignature repository. The package is explained in this paper on arxiv. Some simple ideas used in the implementation of the signature parts are explained in iisignature_tricks.pdf.

Calculation of Iterated-Integral Signatures and Log Signatures in logsignatures.pdf explains enough algebra in explicit detail to understand what the Log Signature is. On arxiv. original code in logsignature.zip. There is a demonstration in the LogSignatureDemo repository.

Neural networks and Chinese Character Recognition given at #CPEU4 in May 2016

Turing short talk February 2017

CRISM presentation on computation of signatures September 2016

I give a laborious demonstration of some of the calculations you might seek to make work if you wanted to use the signature to solve differential equations in example_calcs.pdf. This might be useful if you are trying to learn rough path theory and want to isolate some of the algebra.

Some repositories to look for code related to this stuff.

• iisignature
• free-lie-algebra-py
• phd-code.

Multiscale Modelling of Liquid Drop Collisions with Dr James Sprittles and Dr Duncan Lockerby. Report

Recognizing characters by their rough-path signatures with Dr Ben Graham. Report