Patric Bonnier

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