Patrick Kidger, James Foster, Xuechen Li, Harald Oberhauser and Terry Lyons Neural SDEs as Infinite-Dimensional GANs International Conference on Machine Learning (July 2021)
James Morrill, Cristopher Salvi, Patrick Kidger, James Foster and Terry Lyons Neural Rough Differential Equations for Long Time Series International Conference on Machine Learning (July 2021)
Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas and Terry Lyons SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data International Conference on Machine Learning (July 2021)
Patrick Kidger, Ricky TQ Chen, Terry Lyons "Hey, that's not an ODE": Faster ODE Adjoints via Seminorms International Conference on Machine Learning (July 2021)
Bo Wang, Yue Wu, Nemanja Vaci, Maria Liakata, Terry Lyons and Kate Saunders Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder Proceedings of the International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2021 (6 Jun 2021) ORA
Hao Ni, Xin Dong, Jinsong Zheng and Guangxi Yu An Introduction to Machine Learning in Quantitative Finance World Scientific Publishing (English version); Tsinghua University Press (Chinese version) (May 2021)
Patrick Kidger and Terry Lyons Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU Accepted to appear in International Conference on Learning Representations (May 2021)
Yue Wu, Hao Ni, Terry Lyons and Robin L Hudson Signature features with the visibility transformation 2020 25th International Conference on Pattern Recognition (ICPR), 4665-4672 (5 May 2021) DOI
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V Bonilla and Terry Lyons Distribution Regression for Sequential Data Accepted to appear in AISTATS 2021 (Apr 2021)
James Foster and Karen Habermann Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function arXiv:2102.10095 (19 Feb 2021)
Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Cristopher Salvi and Terry Lyons SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel Accepted 2021 IEEE CSR (international conference on cybersecurity and resilience) (16 Feb 2021)
Samuel Cohen and Tanut Treetanthiploet Correlated Bandits for Dynamic Pricing via the ARC algorithm arXiv:2102.04263 (8 Feb 2021)
Harald Oberhauser and Alexander Schell Nonlinear Independent Component Analysis for Continuous-Time Signals arXiv:2102.02876 (4 Feb 2021)
Csaba Toth, Patric Bonnier and Harald Oberhauser Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections ICLR 2021 (12 Jan 2021)
James Foster, Terry Lyons and Harald Oberhauser The shifted ODE method for underdamped Langevin MCMC arXiv:2101.03446 (10 Jan 2021)
Authors: Fred, Joanna, Mary
