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Picture of me eating a mint & chocolate ice cream cone

Patric Bonnier

Status
Postgraduate Student
Contact form
+44 1865 615173
Research groups
  • Stochastic Analysis

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

Research interests

Rough Paths, Signature methods in machine learning

Prizes, awards, and scholarships

Ioan and Rosemary James Scholarship (St John's college, Oxford)

Jennings Prize (Wolfson college, Cambridge)

Teaching
  • HT19: B8.3 Mathematical Models of Financial Derivatives (TA)
  • MT18: B8.1 Probability, Measure and Martingales (TA)

Major / recent publications

Kernelized Cumulants: Beyond Kernel Mean Embeddings
Patric Bonnier, Harald Oberhauser, and Zoltan Szabo, 2023. Preprint.
arxiv.org:2301.12466

Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series
Patric Bonnier and Harald Oberhauser, 2021. Preprint.
arxiv.org:2111.06314

Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections
Csaba Toth, Patric Bonnier, and Harald Oberhauser, 2020. ICLR 2021.
arxiv.org:2006.07027

Adapted topologies and higher rank signatures
Patric Bonnier, Chong Liu, and Harald Oberhauser, 2020. Annals of Applied Probability.
arXiv:2005.08897

Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
Patric Bonnier and Harald Oberhauser, 2019. Bernoulli Volume 26, Number 4 (2020), 2727-2757.
arXiv:1908.06496

Deep Signature Transforms
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi and Terry Lyons. 
33rd Conference on Neural Information Processing Systems, NeurIPS 2019.
https://papers.nips.cc/paper/8574-deep-signature-transforms

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