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06/29/2022
Signature Methods in Machine Learning
Signature-based techniques give mathematical insight into the interactio...
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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 ...
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09/17/2020
Neural CDEs for Long Time Series via the Log-ODE Method
Neural Controlled Differential Equations (Neural CDEs) are the continuou...
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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...
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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...
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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...
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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...
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07/13/2017
