Preprints and papers | 2023

Preprints and papers | 2023

Samuel N Cohen, Silvia Lui, Will Malpass, Giulia Mantoan, Lars Nesheim, Áureo de Paula, Andrew Reeves, Craig Scott, Emma Small and Lingyi Yang
Nowcasting with signature methods
arXiv:2305.10256 (17 May 2023)   DOI

Satoshi HayakawaHarald Oberhauser and Terry Lyons
Hypercontractivity meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures
Proceedings of the Royal Society A, vol. 479 (2273) (17 May 2023)   DOI   ORA

Talia Tseriotou, Adam Tsakalidis, Peter Foster, Terry Lyons and Maria Liakata
Sequential Path Signature Networks for Personalised Longitudinal Language Modeling
Accepted for publication in Findings of ACL 2023 (2 May 2023)

Thomas Cass, Terry Lyons and Xingcheng Xu
Weighted signature kernels
Accepted for publication in Annals of Applied Probability (12 Apr 2023)   ORA

Blanka Horvath, Maud Lemercier, Chong Liu, Terry Lyons and Cristopher Salvi
Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
arXiv:2304.01479 (4 Apr 2023)   DOI

Adeline Fermanian, Jiawei Chang, Terry Lyons and Gérard Biau
The insertion method to invert the signature of a path
arXiv:2304.01862 (4 Apr 2023)   DOI   ORA

Ben Walker, Felix Krones, Ivan Kiskin, Guy Parsons, Terence Lyons and Adam Mahdi
Dual Bayesian ResNet: A Deep Learning Approach to Heart Murmur Detection
2022 Computing in Cardiology (CinC), vol. 498, pp. 1-4 (3 Apr 2023)   DOI   ORA

Nicola Muça Cirone, Maud Lemercier and Cristopher Salvi
Neural signature kernels as infinite-width-depth-limits of controlled ResNets
Accepted to appear in Proceedings of the 40th International Conference (30 Mar 2023)

Zehong Zhang, Fei Lu, Esther Xu Fei, Terry Lyons, Yannis Kevrekidis and Tom Woolf
Benchmarking optimality of time series classification methods in distinguishing diffusions
arXiv:2301.13112 (30 Jan 2023)   DOI

Terry Lyons and Andrew D McLeod
Generalised Recombination Interpolation Method (GRIM)
arXiv:2205.07495 (26 Jan 2023)   DOI   ORA

Yue Wu and Chenggui Yuan
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
Journal of Theoretical Probability, vol. 36 (2) (25 Jan 2023)   DOI   ORA

Cris Salvi, Adeline Fermanian, Terry Lyons and James Morrill
New directions in the applications of rough path theory
Accepted for publication in IEEE BITS the Information Theory Magazine (23 Jan 2023)

Satoshi Hayakawa, Terry Lyons and Harald Oberhauser
Estimating the probability that a given vector is in the convex hull of a random sample
Probability Theory and Related Fields (2023) (7 Jan 2023)   DOI   ORA

Alexander Schell and Harald Oberhauser
Nonlinear Independent Component Analysis for Discrete-Time and Continuous-Time Signals
Accepted to appear in The Annals of Statistics (2 Jan 2023)   DOI   ORA

Shiqi Gong, Peiyan Hu, Qi Meng, Yue Wang, Rongchan Zhu, Bingguang Chen, Zhi-Ming Ma, Hao Ni and Tie-Yan Liu
Deep latent regularity network for modeling stochastic partial differential equations
Accepted by the Thirty-Seventh AAAI Conference on Artificial Intelligence (AAAI-23) (Jan 2023)

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