2022 IMS Annual Meeting in Probability and Statistics


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IP16: Rough Path Theory, Signatures and Applications

Session I: Wed 29 June, 10:00-12:30 BST

Chair: Thomas Cass, Imperial College London


Ilya Chevyrev
University of Edinburgh
Regularity Structures and Machine Learning
Adeline Fermanian
Sorbonne University
Framing RNN as a Kernel Method: A Neural ODE Approach
Xi Geng
University of Melbourne
Non-degeneracy of Stochastic Line Integrals
Maud Lemercier
University of Oxford
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes