The Volterra signature is a kernel-weighted tensor feature map for paths that is injective, universally approximating, and computable via linear ODEs or a two-parameter integral equation.
Kevrekidis, Lu Lu, Paris Perdikaris, Sifan Wang, and Liu Yang
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The Volterra signature
The Volterra signature is a kernel-weighted tensor feature map for paths that is injective, universally approximating, and computable via linear ODEs or a two-parameter integral equation.