Maud Lemercier, Terry Lyons, Cristopher Salvi
Log-PDE Methods for Rough Signature Kernels
SIAM Journal on Numerical Analysis (1 July 2026) DOI
Lei Jiang, Weixin Yang, Xin Zhang, Hao Ni
GCN-DevLSTM: Path Development for Skeleton-Based Action Recognition
Accepted at Transactions on Machine Learning Research (23 June 2026) DOI
Ben Walker, Alexandre Bloch, Lingyi Yang, Sam Morley, Terry Lyons
Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs
arXiv:2605.30213v1 (28 May 2026) DOI
Ben Walker, Terry Lyons
Chess-World-Model: A 10M-Game Benchmark for Exact State Tracking from Chess Move Sequences
arXiv:2605.30100 (28 May 2026) DOI
Torben Berndt, Elyes Farjallah, Leif Seute, Raeid Saqur, Ben Walker, Jan Stühmer
Universal Time Series Generation with Neural Controlled Differential Equations
arXiv:2605.28507 (27 May 2026) DOI
Hans Bühler, Blanka Horvath, Terry Lyons, Imanol Perez Arribas, Ben Wood
A Data-Driven Market Simulator for Small Data Environments
Stochastic Analysis and Applications 2025 (1 Apr 2026) DOI
Jude Khouja, Lingyi Yang, Karolina Korgul, Simi Hellsten, Vlad Neacsu, Harry Mayne, Ryan Othniel Kearns, Andrew Bean, Adam Mahdi
LINGOLY-TOO: Disentangling Reasoning from Knowledge with Templatised Orthographic Obfuscation
Accepted at ICLR 2026 (Mar 2026) DOI
Xi Geng, Hao Ni, Chaorui Wang
Expected Signature on a Riemannian Manifold and Its Geometric Implications
Accepted at the Memoirs of the European Mathematical Society (23 March 2026) DOI
Shreyansh Padarha, Ryan Othniel Kearns, Tristan Naidoo, Lingyi Yang, Łukasz Borchmann, Piotr Błaszczyk, Christian Morgenstern, Ruth McCabe, Sangeeta Bhatia, Philip H. Torr, Jakob Foerster, Scott A. Hale, Thomas Rawson, Anne Cori, Elizaveta Semenova, Adam Mahdi
AgentSLR: Automating Systematic Literature Reviews in Epidemiology with Agentic AI
arXiv:2603.22327v1 (20 Mar 2026)
Alexandre Bloch, Samuel N. Cohen, Terry Lyons, Joël Mouterde, Benjamin Walker
The Exponentially Weighted Signature
arXiv:2603.19198 (19 Mar 2026) DOI
Ilya Chevyrev, Emilio Rossi Ferrucci, Darrick Lee, Terry Lyons, Harald Oberhauser, Nikolas Tapia
Orthogonal polynomials on path-space
arXiv:2602.18808v1 (21 Feb 2026)
Francesco Piatti, Thomas Cass, Will Turner
Random Controlled Differential Equations
Accepted at ICLR (26 Jan 2026) DOI
Martin Geller, Terry Lyons
The Geometry of Rough Path Space
arXiv:2601.15402 (21 Jan 2026) DOI
Carlo Bellingeri, Emilio Ferrucci, Nikolas Tapia
Branched Itô formula and natural Itô-Stratonovich isomorphism
Advances in Mathematics (Jan 2026) DOI
Maud Lemercier, Terry Lyons, Cristopher Salvi
Log-PDE Methods for Rough Signature Kernels
Accepted at SIAM Journal on Numerical Analysis (16 Jan 2026) DOI
Emilio Ferrucci, Timothy Herschell, Christian Litterer, Terry Lyons
High-degree cubature on Wiener space through unshuffle expansions
Proceedings of the Royal Society A (15 Jan 2026) DOI
