Maud Lemercier

Research groups

Stochastic Analysis

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Recent publications

A high order solver for signature kernels

Lemercier, M Lyons, T (02 Apr 2024)

Non-adversarial training of neural SDEs with signature kernel scores

Issa, Z Horvath, B Lemercier, M Salvi, C (23 May 2023)

Optimal stopping via distribution regression: a higher rank signature approach

Horvath, B Lemercier, M Liu, C Lyons, T Salvi, C (04 Apr 2023)

Neural stochastic PDEs: resolution-invariant learning of continuous spatiotemporal dynamics

Salvi, C Lemercier, M Gerasimovics, A Advances in Neural Information Processing Systems 35 (NeurIPS 2022) volume 3 1333-1344 (01 Apr 2023)

Non-adversarial training of Neural SDEs with signature kernel scores

Issa, Z Horvath, B Lemercier, M Salvi, C Advances in Neural Information Processing Systems volume 36 (01 Jan 2023)

Higher order kernel mean embeddings to capture filtrations of stochastic processes

Salvi, C Lemercier, M Liu, C Horvath, B Damoulas, T Lyons, T Advances in Neural Information Processing Systems 34 (NeurIPS 2021) volume 20 16635-16647 (01 May 2022)

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)

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 Ieee PROCEEDINGS OF THE 2021 IEEE INTERNATIONAL CONFERENCE ON CYBER SECURITY AND RESILIENCE (IEEE CSR) 35-40

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data

Lemercier, M Salvi, C Cass, T Bonilla, E Damonlas, T Lyons, T INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139 volume 139 (01 Jan 2021)

SigGPDE: scaling sparse Gaussian Processes on sequential data

Lemercier, M Salvi, C Cass, T Bonilla, E Damoulas, T Lyons, T (10 May 2021)