b'Terry Lyons'

research

∙ 08/24/2023

FaceTouch: Detecting hand-to-face touch with supervised contrastive learning to assist in tracing infectious disease

Through our respiratory system, many viruses and diseases frequently spr...

0 Mohamed R. Ibrahim, et al. ∙

research

∙ 08/15/2023

Unbiased Decisions Reduce Regret: Adversarial Domain Adaptation for the Bank Loan Problem

In many real world settings binary classification decisions are made bas...

0 Elena Gal, et al. ∙

research

∙ 07/24/2023

An Adaptive Algorithm for Rough Differential Equations

We present an adaptive algorithm for effectively solving rough different...

0 Christian Bayer, et al. ∙

research

∙ 05/30/2023

Rectifiable paths with polynomial log-signature are straight lines

The signature of a rectifiable path is a tensor series in the tensor alg...

0 Peter K. Friz, et al. ∙

research

∙ 05/26/2023

Dual Bayesian ResNet: A Deep Learning Approach to Heart Murmur Detection

This study presents our team PathToMyHeart's contribution to the George ...

0 Benjamin Walker, et al. ∙

research

∙ 04/04/2023

The insertion method to invert the signature of a path

The signature is a representation of a path as an infinite sequence of i...

0 Adeline Fermanian, et al. ∙

research

∙ 02/22/2023

Learning Dynamic Graph Embeddings with Neural Controlled Differential Equations

This paper focuses on representation learning for dynamic graphs with te...

0 Tiexin Qin, et al. ∙

research

∙ 02/09/2023

New directions in the applications of rough path theory

This article provides a concise overview of some of the recent advances ...

0 Adeline Fermanian, et al. ∙

research

∙ 01/30/2023

Benchmarking optimality of time series classification methods in distinguishing diffusions

Performance benchmarking is a crucial component of time series classific...

0 Zehong Zhang, et al. ∙

research

∙ 01/23/2023

Sampling-based Nyström Approximation and Kernel Quadrature

We analyze the Nyström approximation of a positive definite kernel assoc...

0 Satoshi Hayakawa, et al. ∙

research

∙ 10/11/2022

Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures

Given a probability measure μ on a set 𝒳 and a vector-valued function φ,...

0 Satoshi Hayakawa, et al. ∙

research

∙ 06/29/2022

Signature Methods in Machine Learning

Signature-based techniques give mathematical insight into the interactio...

60 Terry Lyons, et al. ∙

research

∙ 05/16/2022

Generalised Recombination Interpolation Method (GRIM)

In this paper we develop the Generalised Recombination Interpolation Met...

0 Terry Lyons, et al. ∙

research

∙ 05/13/2022

ImageSig: A signature transform for ultra-lightweight image recognition

This paper introduces a new lightweight method for image recognition. Im...

7 Mohamed R. Ibrahim, et al. ∙

research

∙ 10/25/2021

Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition

This paper contributes to the challenge of skeleton-based human action r...

0 Shujian Liao, et al. ∙

research

∙ 09/08/2021

Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes

Stochastic processes are random variables with values in some space of p...

16 Cristopher Salvi, et al. ∙

research

∙ 07/20/2021

Positively Weighted Kernel Quadrature via Subsampling

We study kernel quadrature rules with positive weights for probability m...

12 Satoshi Hayakawa, et al. ∙

research

∙ 06/21/2021

Neural Controlled Differential Equations for Online Prediction Tasks

Neural controlled differential equations (Neural CDEs) are a continuous-...

5 James Morrill, et al. ∙

research

∙ 05/27/2021

Efficient and Accurate Gradients for Neural SDEs

Neural SDEs combine many of the best qualities of both RNNs and SDEs, an...

4 Patrick Kidger, et al. ∙

research

∙ 05/10/2021

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data

Making predictions and quantifying their uncertainty when the input data...

22 Maud Lemercier, et al. ∙

research

∙ 02/18/2021

Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder

Bipolar disorder (BD) and borderline personality disorder (BPD) are two ...

0 Bo Wang, et al. ∙

research

∙ 02/16/2021

SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel

The development of machine learning algorithms in the cyber security dom...

0 Thomas Cochrane, et al. ∙

research

∙ 02/06/2021

Neural SDEs as Infinite-Dimensional GANs

Stochastic differential equations (SDEs) are a staple of mathematical mo...

16 Patrick Kidger, et al. ∙

research

∙ 01/12/2021

Estimating the probability that a given vector is in the convex hull of a random sample

For a d-dimensional random vector X, let p_n, X be the probability that ...

0 Satoshi Hayakawa, et al. ∙

research

∙ 01/10/2021

The shifted ODE method for underdamped Langevin MCMC

In this paper, we consider the underdamped Langevin diffusion (ULD) and ...

0 James Foster, et al. ∙

research

∙ 10/10/2020

Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder

Relying on large pretrained language models such as Bidirectional Encode...

0 John Pougue Biyong, et al. ∙

research

∙ 09/20/2020

"Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code

Neural differential equations may be trained by backpropagating gradient...

0 Patrick Kidger, et al. ∙

research

∙ 09/17/2020

Neural CDEs for Long Time Series via the Log-ODE Method

Neural Controlled Differential Equations (Neural CDEs) are the continuou...

12 James Morrill, et al. ∙

research

∙ 08/08/2020

Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews

Bipolar disorder (BD) and borderline personality disorder (BPD) are both...

1 Bo Wang, et al. ∙

research

∙ 06/26/2020

Computing the full signature kernel as the solution of a Goursat problem

Recently there has been an increased interested in the development of ke...

0 Thomas Cass, et al. ∙

research

∙ 06/05/2020

Anomaly detection on streamed data

We introduce powerful but simple methodology for identifying anomalous o...

0 Thomas Cochrane, et al. ∙

research

∙ 06/01/2020

A Generalised Signature Method for Time Series

The `signature method' refers to a collection of feature extraction tech...

1 James Morrill, et al. ∙

research

∙ 05/28/2020

Generalised Interpretable Shapelets for Irregular Time Series

The shapelet transform is a form of feature extraction for time series, ...

10 Patrick Kidger, et al. ∙

research

∙ 05/18/2020

Neural Controlled Differential Equations for Irregular Time Series

Neural ordinary differential equations are an attractive option for mode...

23 Patrick Kidger, et al. ∙

research

∙ 01/03/2020

Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU

Signatory is a library for calculating signature and logsignature transf...

16 Patrick Kidger, et al. ∙

research

∙ 08/22/2019

Learning stochastic differential equations using RNN with log signature features

This paper contributes to the challenge of learning a function on stream...

11 Shujian Liao, et al. ∙

research

∙ 07/19/2019

Insertion algorithm for inverting the signature of a path

In this article we introduce the insertion method for reconstructing the...

0 Jiawei Chang, et al. ∙

research

∙ 05/21/2019

Universal Approximation with Deep Narrow Networks

The classical Universal Approximation Theorem certifies that the univers...

5 Patrick Kidger, et al. ∙

research

∙ 05/21/2019

Deep Signatures

The signature is an infinite graded sequence of statistics known to char...

1 Patric Bonnier, et al. ∙

research

∙ 08/09/2018

Random forest prediction of Alzheimer's disease using pairwise selection from time series data

Time-dependent data collected in studies of Alzheimer's disease usually ...

0 Paul Moore, et al. ∙

research

∙ 05/10/2018

Labelling as an unsupervised learning problem

Unravelling hidden patterns in datasets is a classical problem with many...

0 Terry Lyons, et al. ∙

research

∙ 08/31/2017

Sketching the order of events

We introduce features for massive data streams. These stream features ca...

0 Terry Lyons, et al. ∙

research

∙ 08/03/2017

Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model

Recurrent major mood episodes and subsyndromal mood instability cause su...

0 Andrey Kormilitzin, et al. ∙

research

∙ 07/22/2017

A signature-based machine learning model for bipolar disorder and borderline personality disorder

Mobile technologies offer opportunities for higher resolution monitoring...

0 Imanol Perez Arribas, et al. ∙

research

∙ 07/13/2017

Leveraging the Path Signature for Skeleton-based Human Action Recognition

Human action recognition in videos is one of the most challenging tasks ...

0 Weixin Yang, et al. ∙

research

∙ 10/09/2016

Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition

Online handwritten Chinese text recognition (OHCTR) is a challenging pro...

0 Zecheng Xie, et al. ∙

Terry Lyons

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