SigGPDE: scaling sparse Gaussian Processes on sequential data
Lemercier, M Salvi, C Cass, T Bonilla, E Damoulas, T Lyons, T (10 May 2021) doi:10.48550/arxiv.2105.04211
Higher order kernel mean embeddings to capture filtrations of stochastic processes
Salvi, C Lemercier, M Liu, C Hovarth, B Damoulas, T Lyons, T (08 Sep 2021) doi:10.48550/arxiv.2109.03582
SigGPDE: scaling sparse Gaussian Processes on sequential data
Lemercier, M Salvi, C Cass, T Bonilla, E Damoulas, T Lyons, T (10 May 2021) doi:10.48550/arxiv.2105.04211
Higher order kernel mean embeddings to capture filtrations of stochastic processes
Salvi, C Lemercier, M Liu, C Hovarth, B Damoulas, T Lyons, T (08 Sep 2021) doi:10.48550/arxiv.2109.03582
SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel
Cochrane, T Foster, P Chhabra, V Lemercier, M Lyons, T Salvi, C (16 Feb 2021) doi:10.48550/arxiv.2102.07904
Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder
Biyong, J Wang, B Lyons, T Nevado-Holgado, A (10 Oct 2020) doi:10.48550/arxiv.2010.04897
Neural rough differential equations for long time series
Morrill, J Salvi, C Kidger, P Foster, J Lyons, T (17 Sep 2020) doi:10.48550/arxiv.2009.08295
SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel
Cochrane, T Foster, P Chhabra, V Lemercier, M Lyons, T Salvi, C (16 Feb 2021) doi:10.48550/arxiv.2102.07904
Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition
Liao, S Lyons, T Yang, W Schlegel, K Ni, H (25 Oct 2021) doi:10.48550/arxiv.2110.13008
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