We frame novelty detection on path space as a hypothesis testing problem with signature-based test statistics. Using transportation-cost inequalities of Gasteratos and Jacquier (2023), we obtain tail bounds for false positive rates that extend beyond Gaussian measures to laws of RDE solutions with smooth bounded vector fields, yielding estimates of quantiles and p-values. Exploiting the shuffle product, we derive exact formulae for smooth surrogates of conditional value-at-risk (CVaR) in terms of expected signatures, leading to new one-class SVM algorithms optimising smooth CVaR objectives. We then establish lower bounds on type-$\mathrm{II}$ error for alternatives with finite first moment, giving general power bounds when the reference measure and the alternative are absolutely continuous with respect to each other. Finally, we evaluate numerically the type-$\mathrm{I}$ error and statistical power of signature-based test statistic, using synthetic anomalous diffusion data and real-world molecular biology data.

Signature-based methods have recently gained significant traction in machine learning for sequential data. In particular, signature kernels have emerged as powerful discriminators and training losses for generative models on time-series, notably in quantitative finance. However, existing implementations do not scale to the dataset sizes and sequence lengths encountered in practice. We present pySigLib, a high-performance Python library offering optimised implementations of signatures and signature kernels on CPU and GPU, fully compatible with PyTorch's automatic differentiation. Beyond an efficient software stack for large-scale signature-based computation, we introduce a novel differentiation scheme for signature kernels that delivers accurate gradients at a fraction of the runtime of existing libraries.

Artificial intelligence can do just as well as humans, if not better, when it comes to persuading others in a debate, and not just because it cannot shout, a study has found. Experts say the results are concerning, not least as it has potential implications for election integrity. "If persuasive AI can be deployed at scale, you can imagine armies of bots microtargeting undecided voters, subtly nudging them with tailored political narratives that feel authentic," said Francesco Salvi, the first author of the research from the Swiss Federal Institute of Technology in Lausanne. He added that such influence was hard to trace, even harder to regulate and nearly impossible to debunk in real time. "I would be surprised if malicious actors hadn't already started to use these tools to their advantage to spread misinformation and unfair propaganda," Salvi said.

We present a theoretical framework for analyzing linear attention models through matrix-valued state space models (SSMs). Our approach, Parallel Flows, provides a perspective that systematically decouples temporal dynamics from implementation constraints, enabling independent analysis of critical algorithmic components: chunking, parallelization, and information aggregation. Central to this framework is the reinterpretation of chunking procedures as computations of the flows governing system dynamics. This connection establishes a bridge to mathematical tools from rough path theory, opening the door to new insights into sequence modeling architectures. As a concrete application, we analyze DeltaNet in a generalized low-rank setting motivated by recent theoretical advances. Our methods allow us to design simple, streamlined generalizations of hardware-efficient algorithms present in the literature, and to provide completely different ones, inspired by rough paths techniques, with provably lower complexity. This dual contribution demonstrates how principled theoretical analysis can both explain existing practical methods and inspire fundamentally new computational approaches.

Building on the functional-analytic framework of operator-valued kernels and un-truncated signature kernels, we propose a scalable, provably convergent signature-based algorithm for a broad class of high-dimensional, path-dependent hedging problems. We make minimal assumptions about market dynamics by modelling them as general geometric rough paths, yielding a fully model-free approach. Furthermore, through a representer theorem, we provide theoretical guarantees on the existence and uniqueness of a global minimum for the resulting optimization problem and derive an analytic solution under highly general loss functions. Similar to the popular deep hedging approach, but in a more rigorous fashion, our method can also incorporate additional features via the underlying operator-valued kernel, such as trading signals, news analytics, and past hedging decisions, closely aligning with true machine-learning practice.

Central to rough path theory is the signature transform of a path, an infinite series of tensors given by the iterated integrals of the underlying path. The signature poses an effective way to capture sequentially ordered information, thanks both to its rich analytic and algebraic properties as well as its universality when used as a basis to approximate functions on path space. Whilst a truncated version of the signature can be efficiently computed using Chen's identity, there is a lack of efficient methods for computing a sparse collection of iterated integrals contained in high levels of the signature. We address this problem by leveraging signature kernels, defined as the inner product of two signatures, and computable efficiently by means of PDE-based methods. By forming a filter in signature space with which to take kernels, one can effectively isolate specific groups of signature coefficients and, in particular, a singular coefficient at any depth of the transform. We show that such a filter can be expressed as a linear combination of suitable signature transforms and demonstrate empirically the effectiveness of our approach. To conclude, we give an example use case for sparse collections of signature coefficients based on the construction of N-step Euler schemes for sparse CDEs.

It is well-known that randomly initialized, push-forward, fully-connected neural networks weakly converge to isotropic Gaussian processes, in the limit where the width of all layers goes to infinity. In this paper, we propose to use the angular power spectrum of the limiting fields to characterize the complexity of the network architecture. In particular, we define sequences of random variables associated with the angular power spectrum, and provide a full characterization of the network complexity in terms of the asymptotic distribution of these sequences as the depth diverges. On this basis, we classify neural networks as low-disorder, sparse, or high-disorder; we show how this classification highlights a number of distinct features for standard activation functions, and in particular, sparsity properties of ReLU networks. Our theoretical results are also validated by numerical simulations.

This article investigates the possibility to use the class entropy of the output of a connectionist phoneme recogniser to predict time boundaries between phonetic classes. The rationale is that the value of the entropy should increase in proximity of a transition between two segments that are well modelled (known) by the recognition network since it is a measure of uncertainty. The advantage of this measure is its simplicity as the posterior probabilities of each class are available in connectionist phoneme recognition. The entropy and a number of measures based on differentiation of the entropy are used in isolation and in combination. The decision methods for predicting the boundaries range from simple thresholds to neural network based procedure. The different methods are compared with respect to their precision, measured in terms of the ratio between the number C of predicted boundaries within 10 or 20 msec of the reference and the total number of predicted boundaries, and recall, measured as the ratio between C and the total number of reference boundaries.

We propose a multi-layer variational autoencoder method, we call HR-VQVAE, that learns hierarchical discrete representations of the data. By utilizing a novel objective function, each layer in HR-VQVAE learns a discrete representation of the residual from previous layers through a vector quantized encoder. Furthermore, the representations at each layer are hierarchically linked to those at previous layers. We evaluate our method on the tasks of image reconstruction and generation. Experimental results demonstrate that the discrete representations learned by HR-VQVAE enable the decoder to reconstruct high-quality images with less distortion than the baseline methods, namely VQVAE and VQVAE-2. HR-VQVAE can also generate high-quality and diverse images that outperform state-of-the-art generative models, providing further verification of the efficiency of the learned representations. The hierarchical nature of HR-VQVAE i) reduces the decoding search time, making the method particularly suitable for high-load tasks and ii) allows to increase the codebook size without incurring the codebook collapse problem.

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression where inputs are complex data streams. Leveraging properties of the expected signature and a recent signature kernel trick for sequential data from stochastic analysis, we introduce two new learning techniques, one feature-based and the other kernel-based. Each is suited to a different data regime in terms of the number of data streams and the dimensionality of the individual streams. We provide theoretical results on the universality of both approaches and demonstrate empirically their robustness to irregularly sampled multivariate time-series, achieving state-of-the-art performance on both synthetic and real-world examples from thermodynamics, mathematical finance and agricultural science.