Preprints and papers | 2024

Preprints and papers | 2024

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 ArrubarrenaMaud Lemercier, Bojan Nikolic, Terry LyonsThomas 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 CohenJames Foster, Peter Foster, Hang LouTerry LyonsSam MorleyJames MorrillHao Ni, Edward Palmer, Bo Wang, Yue WuLingyi YangWeixin 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

 

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