Generalised interpretable shapelets for irregular time series
Kidger, P Morrill, J Lyons, T (28 May 2020)
Neural controlled differential equations for online prediction tasks
Morrill, J Kidger, P Yang, L Lyons, T (21 Jun 2021)
Learning stochastic differential equations using RNN with log signature features
Liao, S Lyons, T Yang, W Ni, H (22 Aug 2019)
Acceleration of Descent-based Optimization Algorithms via Carathéodory’s Theorem
Cosentino, F Oberhauser, H Abate, A (25 Nov 2020)
Generalised Recombination Interpolation Method (GRIM)
McLeod, A Lyons, T (16 May 2022)
The shifted ODE method for underdamped Langevin MCMC
Foster, J Lyons, T Oberhauser, H (10 Jan 2021)
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