Preprints and papers | 2024

Terry Lyons, Andrew D. McLeod
Higher Order Lipschitz Sandwich Theorems

Accepted at Journal of the London Mathematical Society (19 Feb 2025) DOI

Mohamed R. Ibrahim, Terry Lyons,
Transforming CCTV cameras into NO2 sensors at city scale for adaptive policymaking
Scientific Reports (29 Jan 2025) DOI

Terry Lyons, Andrew D. McLeod
Signature Methods in Machine Learning

Accepted at EMS Surveys in Mathematical Science (24 January 2025) DOI

Georg Manten, Cecilia Casolo, Emilio Rossi Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Accepted at ICLR (22 Jan 2025) DOI

Jiajia Tang, Jie Zhang, Yang Li, Yongzhi Hu, Doudou He, Hao Ni, Jiulou Zhang, Feiyun Wu, Yuxia Tang, Shouju Wang
Interpretable Radiomics Model Predicts Nanomedicine Tumor Accumulation Using Routine Medical Imaging

Accepted at ADVANCED MATERIALS (6 Jan 2025) DOI

Uzu Lim, Harald Oberhauser, Vidit Nanda
Tangent Space and Dimension Estimation with the Wasserstein Distance

SIAM Journal on Applied Algebra and Geometry (2024) DOI

Patil Chaitanya, Theotokatos Gerasimos, Yue Wu, Terry Lyons
Investigation of logarithmic signatures for feature extraction and application to marine engine fault diagnosis

Engineering Applications of Artificial Intelligence (Dec 2024) DOI

Ofelia Bonesini, Emilio Rossi Ferrucci, Ioannis Gasteratos, Antoine Jacquier
Rough differential equations for volatility
arXiv:2412.21192 (30 Dec 2024) DOI

Mohamed R. Ibrahim, Terry Lyons,
Transforming CCTV cameras into NO2 sensors at city scale for adaptive policymaking
arXiv:2501.00056 (28 Dec 2024) DOI

Baoren Xiao, Hao Ni, Weixin Yang
MCGAN: Enhancing GAN Training with Regression-Based Generator Loss

Accepted at AAAI (10 Dec 2024) DOI

Emilio Rossi Ferrucci, Timothy Herschell, Christian Litterer, Terry Lyons
High-degree cubature on Wiener space through unshuffle expansions
arXiv:2411.13707v1 (20 Nov 2024) DOI

Adeline Fermanian, Jiawei Chang, Terry Lyons, Gerard Biau
The insertion method to invert the signature of a path
Recent Advances in Econometrics and Statistics, Springer Nature (29 Oct 2024) DOI

Felix H. Krones, Ben Walker, Terry Lyons, Adam Mahdi
Combining Hough Transform and Deep Learning Approaches to Reconstruct ECG Signals From Printouts
arXiv:2410.14185v1 (18 Oct 2024) DOI

Tiexin Qin, Mengxu Zhu, Chunyang Li, Terry Lyons, Hong Yan, Haoliang Li
Deep Signature: Characterization of Large-Scale Molecular Dynamics
arXiv:2410.02847v1 (3 Oct 2024) DOI

Jiajie Tao, Hao Ni, Chong Liu
High Rank Path Development: An Approach for Learning the Filtration of Stochastic Processes

Accepted at NeurIPS 2024 (26 Sept 2024) DOI

Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry Lyons
Theoretical Foundations of Deep Selective State-Space Models

Accepted at NeurIPS 2024 (25 Sept 2024) DOI

Nicola Muca Cirone, Jad Hamdan, Cristopher Salvi
Graph Expansions of Deep Neural Networks and their Universal Scaling Limits
arXiv:2407.08459v3 (18 Aug 2024) DOI

Thomas Cass, Lukas Gonon, Nikita Zozoulenko
Variance Norms for Kernelized Anomaly Detection

arXiv:2407.11873 (16 July 2024) DOI

Sam Morley, Terry Lyons
RoughPy: streaming data is rarely smooth.
Proceedings of the 23rd Python in Science Conference (10 July 2024) DOI

Raeid Saqur, Anastasis Kratsios, Florian Krach, Yannick Limmer, Jacob-Junqi Tian, John Willes, Blanka Horvath, Frank Rudzicz
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
SSRN (8 July 2024) DOI

Peter K. Friz, Terry Lyons, Anna Seigal
Rectifiable paths with polynomial log‐signature are straight lines
Bulletin of the London Mathematical Society (4 July 2024) DOI

Mohamed R. Ibrahim, Terry Lyons,
FaceTouch: Detecting hand-to-face touch with supervised contrastive learning to assist in tracing infectious disease
PLoS ONE (13 June 2024) DOI

Terry Lyons, Andrew D. McLeod
Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

arXiv:2406.03232v1 (5 June 2024) DOI

Benjamin Walker, Andrew D. McLeod, Tiexin Qin, Yichuan Cheng, Haoliang Li, Terry Lyons

Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference

Accepted at ICML 2024 (2 May 2024) DOI

Xinheng Xie, Yue Wu, Hao Ni, Cuiyu He
NODE-ImgNet: A PDE-informed effective and robust model for image denoising

Pattern Recognition (Apr 2024) DOI

Siran Li, Zijiu Lyu, Hao Ni, Jiajie Tao
Restricted Path Characteristic Function Determines the Law of Stochastic Processes

arXiv:2404.18661 (29 Apr 2024) DOI

Terry Lyons, Andrew D. McLeod
Higher Order Lipschitz Sandwich Theorems

arXiv:2404.06849v2 (10 Apr 2024) DOI

Maud Lemercier, Terry Lyons
A High Order Solver for Signature Kernels
arXiv:2404.02926 (1 Apr 2024) DOI

Lei Jiang, Weixin Yang, Xin Zhang, Hao Ni
GCN-DevLSTM: Path Development for Skeleton-Based Action Recognition

arXiv:2403.15212 (22 Mar 2024) DOI

Felix H. Krones, Ben Walker, Guy Parsons, Terry Lyons, Adam Mahdi
Multimodal deep learning approach to predicting neurological recovery from coma after cardiac arrest
arXiv:2403.06027v1 (9 Mar 2024) DOI

Paola Arrubarrena, Maud Lemercier, Bojan Nikolic, Terry Lyons, Thomas Cass
Novelty Detection on Radio Astronomy Data using Signatures

arXiv:2402.14892 (22 Feb 2024) DOI

Thomas Cass, William F. Turner
Free probability, path developments and signature kernels as universal scaling limits

arXiv:2402.12311 (19 Feb 2024) DOI

Jason Rader, Terry Lyons, Patrick Kidger
Optimistix: modular optimisation in JAX and Equinox
arXiv:2402.09983 (15 Feb 2024) DOI

Shuxiang Cao, Zhen Shao, Jian-Qing Zheng, Mohammed Alghadeer, Simone D Fasciati, Michele Piscitelli, Sajjad Taravati, Mustafa Bakr, Terry Lyons, Peter Leek
Quantum state discrimination enhanced by path signature

arXiv:2402.09532 (14 Feb 2024) DOI

Terry Lyons, Vlad Margarint, Sina Nejad
Convergence to closed-form distribution for the backward SLEκ at some random times and the phase transition at κ=8

Statistics and Probability Letters (1 Feb 2024) DOI

Thomas Cass, Terry Lyons and Xingcheng Xu
Weighted signature kernels
Annals of Applied Probability (28 Jan 2024) DOI

Samuel N Cohen, James Foster, Peter Foster, Hang Lou, Terry Lyons, Sam Morley, James Morrill, Hao Ni, Edward Palmer, Bo Wang, Yue Wu, Lingyi Yang, Weixin Yang
Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods

Scientific Reports (22 Jan 2024) DOI

Emilio Rossi Ferrucci and Thomas Cass
On the Wiener Chaos Expansion of the Signature of a Gaussian Process
Probability Theory and Related Fields (4 Jan 2024) DOI

Terry Lyons, Hao Ni, Jiajie Tao
A PDE approach for solving the characteristic function of the generalised signature process

arXiv:2401.02393v1 (4 Jan 2024) DOI

Talia Tseriotou, Ryan Sze-Yin Chan, Adam Tsakalidis, Iman Munire Bilal, Elena Kochkina, Terry Lyons, Maria Liakata
Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modelling

EACL 2024 (1 Jan 2024) DOI