Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model
Kormilitzin, A
Saunders, K
Harrison, P
Geddes, J
Lyons, T
(03 Aug 2017)
doi:10.48550/arxiv.1708.01206
High order recombination and an application to cubature on Wiener space
Litterer, C
Lyons, T
(29 Aug 2010)
doi:10.48550/arxiv.1008.4942
Rough Paths on Manifolds
Cass, T
Litterer, C
Lyons, T
(04 Feb 2011)
doi:10.48550/arxiv.1102.0998
Discretely sampled signals and the rough Hoff process
Flint, G
Hambly, B
Lyons, T
(15 Oct 2013)
doi:10.48550/arxiv.1310.4054
Application of the Signature Method to Pattern Recognition in the CEQUEL Clinical Trial
Kormilitzin, A
Saunders, K
Harrison, P
Geddes, J
Lyons, T
(07 Jun 2016)
doi:10.48550/arxiv.1606.02074
Universal Approximation with Deep Narrow Networks
Kidger, P
Lyons, T
(21 May 2019)
doi:10.48550/arxiv.1905.08539
Deep Signature Transforms
Bonnier, P
Kidger, P
Arribas, I
Salvi, C
Lyons, T
(21 May 2019)
doi:10.48550/arxiv.1905.08494
Integrability and tail estimates for Gaussian rough differential equations
Cass, T
Litterer, C
Lyons, T
(10 Apr 2011)
doi:10.48550/arxiv.1104.1813
Physical Brownian motion in magnetic field as rough path
Friz, P
Gassiat, P
Lyons, T
(11 Feb 2013)
doi:10.48550/arxiv.1302.2531
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Crisan, D
Litterer, C
Lyons, T
(03 Nov 2013)
doi:10.48550/arxiv.1311.0480