signatory icon indicating copy to clipboard operation
signatory copied to clipboard

Published 20 hours ago • verified publisher icon patrick-kidger

How to invert log-signatures ?

Open dasayan05 opened this issue 2 years ago • 3 comments

Hi @patrick-kidger

Disclosure: I am quite new to signature transforms (and haven't finished whole theory yet) but found it's properties useful, so trying to play with it.

I don't see the API to invert the log-signatures ? Can it be inverted ? If so, how ?

dasayan05 avatar Dec 02 '22 17:12 dasayan05

I'm afraid Signatory doesn't support that operation!

patrick-kidger avatar Dec 02 '22 20:12 patrick-kidger

Any specific reason for not supporting it? I mean it's theoretically possible to invert log-sigs, right? Any other library you can recommend? I don't have any necessity of computing on GPU or differentiability as such -- my use case is entirely offline.

dasayan05 avatar Dec 02 '22 20:12 dasayan05

It's just not something I ever needed, and thus never implemented. You could also try either iisignature or esig.

patrick-kidger avatar Dec 02 '22 22:12 patrick-kidger