• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 22 matches

• 2023
• 
  Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi:
  Neural signature kernels as infinite-width-depth-limits of controlled ResNets. ICML 2023: 25358-25425
• 
  Adeline Fermanian, Terry J. Lyons, James Morrill, Cristopher Salvi:
  New directions in the applications of rough path theory. CoRR abs/2302.04586 (2023)
• 
  Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi:
  Neural signature kernels as infinite-width-depth-limits of controlled ResNets. CoRR abs/2303.17671 (2023)
• 
  Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi:
  Non-adversarial training of Neural SDEs with signature kernel scores. CoRR abs/2305.16274 (2023)
• 
  Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang:
  A Neural RDE approach for continuous-time non-Markovian stochastic control problems. CoRR abs/2306.14258 (2023)
• 2022
• 
  Cristopher Salvi, Maud Lemercier, Andris Gerasimovics:
  Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics. NeurIPS 2022
• 2021
• 
  Cristopher Salvi, Thomas Cass, James Foster, Terry J. Lyons, Weixin Yang:
  The Signature Kernel Is the Solution of a Goursat PDE. SIAM J. Math. Data Sci. 3(3): 873-899 (2021)
• 
  Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons:
  Distribution Regression for Sequential Data. AISTATS 2021: 3754-3762
• 
  Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Terry J. Lyons, Cristopher Salvi:
  SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. CSR 2021: 35-40
• 
  Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons:
  SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. ICML 2021: 6233-6242
• 
  James Morrill, Cristopher Salvi, Patrick Kidger, James Foster:
  Neural Rough Differential Equations for Long Time Series. ICML 2021: 7829-7838
• 
  Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons:
  Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. NeurIPS 2021: 16635-16647
• 
  Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Cristopher Salvi, Terry J. Lyons:
  SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. CoRR abs/2102.07904 (2021)
• 
  Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons:
  SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. CoRR abs/2105.04211 (2021)
• 
  Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons:
  Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. CoRR abs/2109.03582 (2021)
• 
  Cristopher Salvi, Maud Lemercier:
  Neural Stochastic Partial Differential Equations. CoRR abs/2110.10249 (2021)
• 2020
• 
  Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch:
  Sig-SDEs model for quantitative finance. ICAIF 2020: 7:1-7:8
• 
  Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons:
  Distribution Regression for Continuous-Time Processes via the Expected Signature. CoRR abs/2006.05805 (2020)
• 
  Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang:
  Computing the full signature kernel as the solution of a Goursat problem. CoRR abs/2006.14794 (2020)
• 
  James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry J. Lyons:
  Neural CDEs for Long Time Series via the Log-ODE Method. CoRR abs/2009.08295 (2020)
• 2019
• 
  Patrick Kidger, Patric Bonnier, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons:
  Deep Signature Transforms. NeurIPS 2019: 3099-3109
• 
  Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons:
  Deep Signatures. CoRR abs/1905.08494 (2019)