Papers, ranked by score

Ordered by a blend of empirical rigor (60%) and math complexity (40%).

Universal approximation with signatures of non-geometric rough paths

We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of the resulting rough paths approximate continuous functionals

Lab Rats Math 8.5 Rigor 4.5 ·  February 5, 2026

Global universal approximation with Brownian signatures

We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to an $L^p$-distance. To that end, we derive global universal

Lab Rats Math 9.5 Rigor 1.5 ·  December 18, 2025

Global universality via discrete-time signatures

We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition on the underlying weight function. As an application, we sho

Lab Rats Math 8.5 Rigor 1.5 ·  March 10, 2026

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