Preprints and papers | 2024

Jiajie Tao,  Hao Ni, Chong Liu
High Rank Path Development: An Approach for Learning the Filtration of Stochastic Processes

Accepted at NeurIPS 2024 (26 Sept 2024)  DOI

Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry Lyons
Theoretical Foundations of Deep Selective State-Space Models

Accepted at NeurIPS 2024 (25 Sept 2024)  DOI

Nicola Muca Cirone, Jad Hamdan, Cristopher Salvi  
Graph Expansions of Deep Neural Networks and their Universal Scaling Limits
arXiv:2407.08459v3   (18 Aug 2024)  

Thomas Cass, Lukas Gonon,  Nikita Zozoulenko
Variance Norms for Kernelized Anomaly Detection

arXiv:2407.11873 (16 July 2024)  DOI

Peter K. Friz,  Terry Lyons,  Anna Seigal
Rectifiable paths with polynomial log‐signature are straight lines
Bulletin of the London Mathematical Society  (4 July 2024)  

Mohamed R. Ibrahim, Terry Lyons, 
FaceTouch: Detecting hand-to-face touch with supervised contrastive learning to assist in tracing infectious disease
PLoS ONE (13 June 2024)  

Terry Lyons,  Andrew D. McLeod
Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

arXiv:2406.03232v1 (5 June 2024)  DOI

Siran Li, Zijiu Lyu,  Hao Ni, Jiajie Tao
On the determination of path signature from its unitary development

arXiv:2404.18661 (29 Apr 2024)  DOI

Terry Lyons,  Andrew D. McLeod
Higher Order Lipschitz Sandwich Theorems

arXiv:2404.06849v2 (10 Apr 2024)  DOI

Maud Lemercier,  Terry Lyons
A High Order Solver for Signature Kernels
arXiv:2404.02926 (1 Apr 2024)  DOI

Lei Jiang, Weixin Yang, Xin Zhang, Hao Ni
GCN-DevLSTM: Path Development for Skeleton-Based Action Recognition

arXiv:2403.15212 (22 Mar 2024)  DOI

Felix H. Krones, Ben Walker, Guy Parsons, Terry Lyons, Adam Mahdi 
Multimodal deep learning approach to predicting neurological recovery from coma after cardiac arrest
arXiv:2403.06027v1 (9 Mar 2024)  DOI

Benjamin Walker, Andrew D. McLeod, Tiexin Qin, Yichuan Cheng, Haoliang Li, Terry Lyons

Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference

Accepted at ICML 2024 (2 May 2024)  DOI

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 Arrubarrena, Maud Lemercier, Bojan Nikolic, Terry Lyons, Thomas 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

Jason Rader, Terry Lyons, Patrick Kidger
Optimistix: modular optimisation in JAX and Equinox
arXiv:2402.09983 (15 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

Thomas Cass, Terry Lyons and Xingcheng Xu
Weighted signature kernels
Annals of Applied Probability (28 Jan 2024)   ORA

Samuel N Cohen, James Foster, Peter Foster, Hang Lou, Terry Lyons, Sam Morley, James Morrill, Hao Ni, Edward Palmer, Bo Wang, Yue Wu, Lingyi Yang, Weixin 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

Talia Tseriotou, Ryan Sze-Yin Chan, Adam Tsakalidis, Iman Munire Bilal, Elena Kochkina, Terry Lyons, Maria Liakata
Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modelling

EACL 2024 (1 Jan 2024)  DOI