Patrick Kidger, James Foster, Xuechen Li, Harald Oberhauser and Terry LyonsNeural SDEs as Infinite-Dimensional GANsInternational Conference on Machine Learning (July 2021)
James Morrill, Cristopher Salvi, Patrick Kidger, James Foster and Terry LyonsNeural Rough Differential Equations for Long Time SeriesInternational Conference on Machine Learning (July 2021)
Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas and Terry LyonsSigGPDE: Scaling Sparse Gaussian Processes on Sequential DataInternational Conference on Machine Learning (July 2021)
Patrick Kidger, Ricky TQ Chen, Terry Lyons"Hey, that's not an ODE": Faster ODE Adjoints via SeminormsInternational Conference on Machine Learning (July 2021)
Bo Wang, Yue Wu, Nemanja Vaci, Maria Liakata, Terry Lyons and Kate SaundersModelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality DisorderProceedings of the International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2021 (6 Jun 2021) ORA
Hao Ni, Xin Dong, Jinsong Zheng and Guangxi YuAn Introduction to Machine Learning in Quantitative FinanceWorld Scientific Publishing (English version); Tsinghua University Press (Chinese version) (May 2021)
Patrick Kidger and Terry LyonsSignatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU Accepted to appear in International Conference on Learning Representations (May 2021)
Yue Wu, Hao Ni, Terry Lyons and Robin L HudsonSignature features with the visibility transformation 2020 25th International Conference on Pattern Recognition (ICPR), 4665-4672 (5 May 2021) DOI
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V Bonilla and Terry LyonsDistribution Regression for Sequential Data Accepted to appear in AISTATS 2021 (Apr 2021)
James Foster and Karen HabermannBrownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta functionarXiv:2102.10095 (19 Feb 2021)
Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Cristopher Salvi and Terry LyonsSK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel Accepted 2021 IEEE CSR (international conference on cybersecurity and resilience) (16 Feb 2021)
Samuel Cohen and Tanut TreetanthiploetCorrelated Bandits for Dynamic Pricing via the ARC algorithmarXiv:2102.04263 (8 Feb 2021)
Harald Oberhauser and Alexander SchellNonlinear Independent Component Analysis for Continuous-Time SignalsarXiv:2102.02876 (4 Feb 2021)
Csaba Toth, Patric Bonnier and Harald OberhauserSeq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor ProjectionsICLR 2021 (12 Jan 2021)
James Foster, Terry Lyons and Harald OberhauserThe shifted ODE method for underdamped Langevin MCMCarXiv:2101.03446 (10 Jan 2021)
Authors: Fred, Joanna, Mary
