Cristopher Salvi, Maud Lemercier and Andris Gerasimovics
Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (15 Sep 2022)
Csaba Toth, Darrick Lee, Celia Hacker and Harald Oberhauser
Capturing Graphs with Hypo-Elliptic Diffusions
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (15 Sep 2022)
Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen, Harald Oberhauser and Michael A Osborne
Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (15 Sep 2022)
Satoshi Hayakawa, Harald Oberhauser and Terry Lyons
Positively weighted kernel quadrature via subsampling
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (15 Sep 2022)
James Morrill, Patrick Kidger, Lingyi Yang and Terry Lyons
On the Choice of Interpolation Scheme for Neural CDEs
Transactions on Machine Learning Research (8 Sept 2022) ORA
Emilio Rossi Ferrucci and Thomas Cass
On the Wiener Chaos Expansion of the Signature of a Gaussian Process
arXiv:2207.08422 (18 Jul 2022)
Terry Lyons and Andrew D McLeod
Signature Methods in Machine Learning
arXiv:2206.14674 (29 Jun 2022)
Thomas Cass and William F Turner
Topologies on unparameterised path space
arXiv:2206.11153 (22 Jun 2022)
Siran Li and Hao Ni
Expected signature of stopped Brownian motion on d-dimensional C2,α-domains has finite radius of convergence everywhere: 2≤d≤8
Journal of Functional Analysis, vol. 282 (12), pp. 109447 (15 Jun 2022) DOI
Mohamed R Ibrahim and Terry Lyons
ImageSig: A signature transform for ultra-lightweight image recognition
Proceedings of the IEEE conference on computer vision and pattern recognition (CVPR) workshops, 2022 (13 May 2022)
Yue Wu
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift
Journal of Theoretical Probability (2022) (11 May 2022) DOI
Oghenejokpeme Orhobor, Abbi Abdel Rehim, Hang Lou, Hao Ni and Ross King
A Simple Spatial Extension to the Extended Connectivity Interaction Features for Binding Affinity Prediction
Royal Society Open Science, 9(5):211745 (4 May 2022) DOI
Emilio Rossi Ferrucci
A Transfer Principle for Branched Rough Paths
arXiv:2205.00582 (1 May 2022)
Paul Moore, Theodor-Mihai Iliant, Filip-Alexandru Ion, Yue Wu and Terry Lyons
Path signatures for non-intrusive load monitoring
ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 3808-3812 (27 Apr 2022) DOI
Paul Valsecchi Oliva, Yue Wu, Cuiyu He and Hao Ni
Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN
Accepted by Journal of Computational Physics (13 Apr 2022) DOI
Jiale Cheng, Xin Zhang, Hao Ni, Chenyang Li, Xiangmin Xu, Zhengwang Wu, Li Wang, Weili Lin and Gang Li
Path Signature Neural Network of Cortical Features for Prediction of Infant Cognitive Scores
IEEE Transactions on Medical Imaging (28 Jan 2022) DOI
Paul Moore, Theodor-Mihai Iliant, Filip-Alexandru Ion, Yue Wu and Terry Lyons
Path signatures for non-intrusive load monitoring
Accepted for presentation at IEEE ICASSP 2022 (21 Jan 2022)
