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Probabilistic Signature Inversion: Learning Conditional Distributions from Truncated Signatures

arXiv cs.LG ↗ · 2026-06-16 Cached

This paper reframes truncated signature inversion as a probabilistic problem, learning the conditional distribution of a path given its truncated signature using a signature-conditioned flow matching model. It derives theoretical baselines for Bayes-optimal error under linear statistics and demonstrates applicability on synthetic and real financial data.

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