Probabilistic Signature Inversion: Learning Conditional Distributions from Truncated Signatures

arXiv:2606.15332v1 Announce Type: new Abstract: The signature transform is a principled feature map for continuous-time paths, valued for its uniqueness and universality. Recovering a path from its truncated signature is, however, structurally ill-posed because the truncated signature map is not injective. We therefore reframe truncated signature inversion as a probabilistic problem -- learning the conditional distribution of a path given its truncated signature -- and adopt a signature-conditioned flow matching model as a practical estimator. This probabilistic formulation elucidates the fund

Source: arXiv cs.LG — read the full report at the original publisher.

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