Preprints and papers | 2022

Preprints and papers | 2022

Francesco Cosentino, Harald Oberhauser and Alessandro Abate
Grid-Free Computation of Probabilistic Safety with Malliavin Calculus
IEEE Transactions on Automatic Control (27 Dec 2022)   DOI   ORA

Yue Wu, Guy M Goodwin, Terry Lyons and Kate EA Saunders
Identifying psychiatric diagnosis from missing mood data through the use of log-signature features
PLOS ONE, 17(11): e0276821 (17 Nov 2022)   DOI   ORA

Terry Lyons and Andrew D McLeod
Signature Methods in Machine Learning
arXiv:2206.14674v2 (15 Nov Jun 2022)   DOI   ORA

James Foster and Karen Habermann
Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
Combinatorics, Probability and Computing (3 Nov 2022)   DOI

James Foster, Gonçalo dos Reis and Calum Strange
High order splitting methods for SDEs satisfying a commutativity condition
arXiv:2210.17543 (1 Nov 2022)

Youness Boutaib and Terry Lyons
A new definition of rough paths on manifolds
Annales de la Faculté des sciences de Toulouse : Mathématiques, series 6, vol. 31(4), pp. 1223-1258 (28 Oct 2022)   DOI

Cristopher Salvi, Maud Lemercier and Andris Gerasimovics
Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (24 Sep 2022)   DOI   ORA

Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen, Harald Oberhauser and Michael A Osborne
Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (15 Sep 2022)   DOI   ORA

Satoshi Hayakawa, Harald Oberhauser and Terry Lyons
Positively weighted kernel quadrature via subsampling
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (15 Sep 2022)   DOI   ORA

Uzu Lim, Harald Oberhauser and Vidit Nanda
Tangent Space and Dimension Estimation with the Wasserstein Distance (15 Sep 2022)   DOI

Csaba Toth, Darrick Lee, Celia Hacker and Harald Oberhauser
Capturing Graphs with Hypo-Elliptic Diffusions
Accepted to appear in Advances in Neural Information Processing Systems (NeurIPS 2022) (14 Sep 2022)   ORA

James Morrill, Patrick Kidger, Lingyi Yang and Terry Lyons
On the Choice of Interpolation Scheme for Neural CDEs
Transactions on Machine Learning Research (8 Sep 2022)   ORA

James Foster, Terry Lyons and Vlad Margarint
An Asymptotic Radius of Convergence for the Loewner Equation and Simulation of SLEκ Traces via Splitting
Journal of Statistical Physics, vol. 189 (18) (3 Sep 2022)   DOI   ORA

Mohamed R Ibrahim and Terry Lyons
ImageSig: A signature transform for ultra-lightweight image recognition
IEEE Computer Society Conference on Computer Vision and Pattern Recognition Workshops (CVPRW) 2022 (23 Aug 2022)   DOI   ORA

Paul Valsecchi Oliva, Yue Wu, Cuiyu He and Hao Ni
Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN
Journal of Computational Physics, vol. 463, 111233 (15 Aug 2022)   DOI

Thomas Cass and William F Turner
Topologies on unparameterised path space
arXiv:2206.11153 (22 Jun 2022)

Siran Li and Hao Ni
Expected signature of stopped Brownian motion on d-dimensional C2,α-domains has finite radius of convergence everywhere: 2≤d≤8
Journal of Functional Analysis, vol. 282 (12), pp. 109447 (15 Jun 2022)   DOI

Patric Bonnier, Chong Liu and Harald Oberhauser
Adapted topologies and higher rank signatures
Accepted to appear in Annals of Applied Probability (14 Jun 2022)   DOI

Andrew D McLeod and Peter M Topping
Global regularity of three-dimensional Ricci limit spaces
Transactions of the American Mathematical Society Series B vol. 9 (2022), pp. 345-370 (19 May 2022)   DOI   ORA

Yue Wu
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift
Journal of Theoretical Probability (2022) (11 May 2022)   DOI   ORA

Oghenejokpeme Orhobor, Abbi Abdel Rehim, Hang Lou, Hao Ni and Ross King
A Simple Spatial Extension to the Extended Connectivity Interaction Features for Binding Affinity Prediction
Royal Society Open Science, 9(5):211745 (4 May 2022)   DOI

Emilio Rossi Ferrucci
A Transfer Principle for Branched Rough Paths
Accepted to appear in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques (Feb 2024)

Weixin YangTerry LyonsHao Ni, Cordelia Schmid, Lianwen Jin
Developing the Path Signature Methodology and its Application to Landmark-based Human Action Recognition
Stochastic Analysis, Filtering, and Stochastic Optimization, pp. 431–464 (22 Apr 2022)   DOI   ORA

Paul Moore, Theodor-Mihai Iliant, Filip-Alexandru Ion, Yue Wu and Terry Lyons
Path signatures for non-intrusive load monitoring
ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 3808-3812 (27 Apr 2022)   DOI    ORA

Chad Giusti, Darrick Lee, Vidit Nanda and Harald Oberhauser
A Topological Approach to Mapping Space Signatures
arXiv:2202.00491 (1 Feb 2022)   DOI

Jiale Cheng, Xin Zhang, Hao Ni, Chenyang Li, Xiangmin Xu, Zhengwang Wu, Li Wang, Weili Lin and Gang Li
Path Signature Neural Network of Cortical Features for Prediction of Infant Cognitive Scores
IEEE Transactions on Medical Imaging (28 Jan 2022)   DOI

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