Thomas Cass, Francesco Piatti, Jeffrey Pei
Numerical Schemes for Signature Kernels
SIAM Journal on Numerical Analysis (2025) DOI
Andraž Jelinčič, JiaJie Tao, Will Turner, Thomas Cass, James Foster, Hao Ni
Generative Modeling of Lévy Area for High Order SDE Simulation
SIAM Journal on Mathematics of Data Science (2025) DOI
Francesco Piatti, Thomas Cass, Will Turner
Random Controlled Differential Equations
arXiv:2512.23670 (29 Dec 2025) DOI
Torben Berndt, Ben Walker, Teixin Qin, Jan Stühmer, Andrey Kormilitzin
Permutation Equivariant Neural Controlled Differential Equations for Dynamic Graph Representation Learning
NeurIPS 2025 Conference (3 Dec 2025) DOI
Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio, Julia Brettschneider, Thomas Cass, Isabel S. Naarmann-de Vries, Anastasia Papavasiliou, Alessia Ruggieri, Irem Tellioglu, Chia Ching Wu, F. Nina Papavasiliou, Terry Lyons
Path Signatures Enable Model-Free Mapping of RNA Modifications
arXiv:2511.08855 (12 Nov 2025) DOI
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
Infinite-dimensional Mahalanobis distance with applications to kernelized novelty detection
Journal of Machine Learning Research (1 Nov 2025) DOI
Yihao Ang, Yifan Bao, Lei Jiang, JiaJie Tao, Anthony K.H. Tung, Lukasz Szpruch, Hao Ni
Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback
Accepted at ICAIF2025 (6 Oct 2025) DOI
Teixin Qin, Ben Walker, Terry Lyons, Hong Yan, Haoliang Li
Learning Dynamic Graph Embeddings with Neural Controlled Differential Equations
Accepted at Transactions on Pattern Analysis and Machine Intelligence (28 Sep 2025) DOI
Ben Walker, Lingyi Yang, Nicola Muça Cirone, Cristopher Salvi, Terry Lyons
Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
Accepted at NeurIPS 2025 as a spotlight (18 Sep 2025) DOI
Lei Jiang, Wen Ge, Niels Cariou Kotlarek, Mingxuan Yi, Po-Yu Chen, Lingyi Yang, Francois Buet-Golfouse, Gaurav Mittal, Hao Ni
Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter
arXiv:2508.16939 (23 Aug 2025) DOI
Samuel Crew, Cristopher Salvi, Will Turner, Thomas Cass, Antoine Jacquier
Quantum Path Signatures
arXiv:2508.05103 (7 Aug 2025) DOI
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
Random Feature Representation Boosting
Proceedings of the 42nd International Conference on Machine Learning (ICML,2025) (13-19 July 2025) DOI
Ben Walker, Lingyi Yang, Nicola Muça Cirone, Cristopher Salvi, Terry Lyons
Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
arXiv:2505.17761v1 (23 May 2025) DOI
Thomas Cass, Christa Cuchiero, Peter Friz
Directions in Rough Analysis
Oberwolfach Reports (19 May 2025) DOI
Terry Lyons, Andrew D. McLeod
Higher Order Lipschitz Sandwich Theorems
Accepted at Journal of the London Mathematical Society (19 Feb 2025) DOI
Mohamed R. Ibrahim, Terry Lyons,
Transforming CCTV cameras into NO2 sensors at city scale for adaptive policymaking
Scientific Reports (29 Jan 2025) DOI
Terry Lyons, Andrew D. McLeod
Signature Methods in Machine Learning
Accepted at EMS Surveys in Mathematical Science (24 January 2025) DOI
Georg Manten, Cecilia Casolo, Emilio Rossi Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Accepted at ICLR (22 Jan 2025) DOI
Jiajia Tang, Jie Zhang, Yang Li, Yongzhi Hu, Doudou He, Hao Ni, Jiulou Zhang, Feiyun Wu, Yuxia Tang, Shouju Wang
Interpretable Radiomics Model Predicts Nanomedicine Tumor Accumulation Using Routine Medical Imaging
Accepted at ADVANCED MATERIALS (6 Jan 2025) DOI
