Status:
Personal website:
Research groups:
Address
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
Controlled differential equations and machine learning
Further details:
A mathematician who enjoys martial arts, ice skating and scuba diving. My supervisor is Terry Lyons.
I am the maintainer for the Signatory project.
Miscellaneous pieces of work:
- Presentation on Neural Controlled Differential Equations
- Interpolating PDE solutions using feedforward neural networks (i.e. Numerical PDE super-resolution)
- Limits of Fisher–KPP equations, branching Brownian motion and a spatial lambda-Fleming–Viot model for population expansion (gosh what a mouthful)
- Polynomial Approximation of Holomorphic Functions (my Master's Dissertation)
Teaching:
TA for C8.2 Stochastic Analysis and PDEs
(Hilary Term 2019)
TA for C4.1 Further Functional Analysis
(Michaelmas Term 2018)
Tutor for C8.2 Stochastic Analysis and PDEs
(Trinity Term 2018)
Major / recent publications:
Publications
Universal Approximation with Deep Narrow Networks
Patrick Kidger, Terry Lyons
Conference on Learning Theory (2020)
arXiv:1905.08539
50 second presentation
13 minute presentation
Deep Signature Transforms
Patrick Kidger*, Patric Bonnier*, Imanol Perez Arribas*, Cristopher Salvi*, Terry Lyons
*Equal contribution
Neural Information Processing Systems (2019)
arXiv:1905.08494
Preprints
A Generalised Signature Method for Time Series
Patrick Kidger*, James Morrill*, Adeline Fermanian*, Terry Lyons
*Equal contribution
arXiv:2006.00873
Generalised Interpretable Shapelets for Irregular Time Series
Patrick Kidger*, James Morrill*, Terry Lyons
*Equal contribution
arXiv:2005.13948
Neural Controlled Differential Equations for Irregular Time Series
Patrick Kidger, James Morrill, James Foster, Terry Lyons
arXiv:2005.08926
YouTube presentation
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
Patrick Kidger, Terry Lyons
arXiv:2001.00706