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
arXiv:2402.18477 (28 Feb 2024) DOI
Paola Arrubarrena, Maud Lemercier, Bojan Nikolic, Terry Lyons, Thomas Cass
Novelty Detection on Radio Astronomy Data using Signatures
arXiv:2402.14892 (22 Feb 2024) DOI
Thomas Cass, William F. Turner
Free probability, path developments and signature kernels as universal scaling limits
arXiv:2402.12311 (19 Feb 2024) DOI
Shuxiang Cao, Zhen Shao, Jian-Qing Zheng, Mohammed Alghadeer, Simone D Fasciati, Michele Piscitelli, Sajjad Taravati, Mustafa Bakr, Terry Lyons, Peter Leek
Quantum state discrimination enhanced by path signature
arXiv:2402.09532 (14 Feb 2024) DOI
Terry Lyons, Vlad Margarint, Sina Nejad
Convergence to closed-form distribution for the backward SLEκ at some random times and the phase transition at κ=8
Statistics and Probability Letters (1 Feb 2024) DOI
Samuel N Cohen, James Foster, Peter Foster, Hang Lou, Terry Lyons, Sam Morley, James Morrill, Hao Ni, Edward Palmer, Bo Wang, Yue Wu, Lingyi Yang, Weixin Yang
Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods
Scientific Reports (22 Jan 2024) DOI
Emilio Rossi Ferrucci and Thomas Cass
On the Wiener Chaos Expansion of the Signature of a Gaussian Process
Probability Theory and Related Fields (4 Jan 2024) DOI
Terry Lyons, Hao Ni, Jiajie Tao
A PDE approach for solving the characteristic function of the generalised signature process
arXiv:2401.02393v1 (4 Jan 2024) DOI