Patric Bonnier
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Rough Paths, Signature methods in machine learning
Ioan and Rosemary James Scholarship (St John's college, Oxford)
Jennings Prize (Wolfson college, Cambridge)
- HT19: B8.3 Mathematical Models of Financial Derivatives (TA)
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MT18: B8.1 Probability, Measure and Martingales (TA)
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