Papers - temp

Preprints and papers

Patrick Kidger, James Foster, Xuechen Li, Harald Oberhauser and Terry Lyons
Neural SDEs as Infinite-Dimensional GANs
International Conference on Machine Learning (July 2021)

Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas and Terry Lyons
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data
International Conference on Machine Learning (July 2021)

Patrick Kidger, Ricky TQ Chen, Terry Lyons
"Hey, that's not an ODE": Faster ODE Adjoints via Seminorms
International Conference on Machine Learning (July 2021)

Bo WangYue Wu, Nemanja Vaci, Maria Liakata, Terry Lyons and Kate Saunders
Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder
Proceedings of the International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2021 (6 Jun 2021)   ORA

Hao Ni, Xin Dong, Jinsong Zheng and Guangxi Yu
An Introduction to Machine Learning in Quantitative Finance
World Scientific Publishing (English version); Tsinghua University Press (Chinese version) (May 2021)

Patrick Kidger and Terry Lyons
Signatory: 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 Hudson
Signature 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 Lyons
Distribution Regression for Sequential Data
Accepted to appear in AISTATS 2021 (Apr 2021)

Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Cristopher Salvi and Terry Lyons
SK-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 Treetanthiploet
Correlated Bandits for Dynamic Pricing via the ARC algorithm
arXiv:2102.04263 (8 Feb 2021)

2020    2019