SigGPDE: scaling sparse Gaussian Processes on sequential data
Lemercier, M
Salvi, C
Cass, T
Bonilla, E
Damoulas, T
Lyons, T
(10 May 2021)
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)
Learning Dynamic Graph Embeddings with Neural Controlled Differential
Equations
Qin, T
Walker, B
Lyons, T
Yan, H
Li, H
(22 Feb 2023)
http://arxiv.org/abs/2302.11354v1
Equations
Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder
Biyong, J
Wang, B
Lyons, T
Nevado-Holgado, A
(10 Oct 2020)
Neural rough differential equations for long time series
Morrill, J
Salvi, C
Kidger, P
Foster, J
Lyons, T
(17 Sep 2020)
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)
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)
A structure theorem for streamed information
Salvi, C
Diehl, J
Lyons, T
Preiss, R
Reizenstein, J
(30 Nov 2022)
The insertion method to invert the signature of a path
Fermanian, A
Chang, J
Lyons, T
Biau, G
(04 Apr 2023)
http://arxiv.org/abs/2304.01862v3
Optimal execution with rough path signatures
Kalsi, J
Lyons, T
Arribas, I
(02 May 2019)