Theo dõi
Cristopher Salvi
Tiêu đề
Trích dẫn bởi
Trích dẫn bởi
Năm
Neural Rough Differential Equations for Long Time Series
J Morrill, C Salvi, P Kidger, J Foster, T Lyons
International Conference on Machine Learning (ICML), 2020
178*2020
Deep signature transforms
P Bonnier, P Kidger, IP Arribas, C Salvi, T Lyons
Advances in Neural Information Processing Systems (NeurIPS), 2019
173*2019
The Signature Kernel is the solution of a Goursat PDE
C Salvi, T Cass, J Foster, T Lyons, W Yang
SIAM Journal on Mathematics of Data Science (SIMODS), 2020
94*2020
Distribution Regression for Sequential Data
M Lemercier, C Salvi, T Damoulas, EV Bonilla, T Lyons
International Conference on Artificial Intelligence and Statistics (AISTATS), 2021
562021
Sig-SDEs model for quantitative finance
IP Arribas, C Salvi, L Szpruch
ACM International Conference on AI in Finance (ICAIF), 2020
542020
Neural stochastic PDEs: Resolution-invariant learning of continuous spatiotemporal dynamics
C Salvi, M Lemercier, A Gerasimovics
Advances in Neural Information Processing Systems (NeurIPS), 2022
50*2022
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes
C Salvi, M Lemercier, C Liu, B Hovarth, T Damoulas, T Lyons
Advances in Neural Information Processing Systems (NeurIPS), 2021
452021
SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel
T Cochrane, P Foster, V Chhabra, M Lemercier, C Salvi, T Lyons
IEEE International Conference on Cyber Security and Resilience (IEEE-CSR), 2021
352021
Theoretical foundations of deep selective state-space models
NM Cirone, A Orvieto, B Walker, C Salvi, T Lyons
Advances in Neural Information Processing Systems (NeurIPS), 2024
282024
Non-adversarial training of Neural SDEs with signature kernel scores
Z Issa, B Horvath, M Lemercier, C Salvi
Advances in Neural Information Processing Systems (NeurIPS), 2023
262023
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data
M Lemercier, C Salvi, T Cass, EV Bonilla, T Damoulas, T Lyons
International Conference on Machine Learning (ICML), 2021
252021
Neural signature kernels as infinite-width-depth-limits of controlled ResNets
NM Cirone, M Lemercier, C Salvi
International Conference on Machine Learning (ICML), 2023
242023
New directions in the applications of rough path theory
A Fermanian, T Lyons, J Morrill, C Salvi
IEEE BITS the Information Theory Magazine, 2023
222023
Lecture notes on rough paths and applications to machine learning
T Cass, C Salvi
arXiv preprint arXiv:2404.06583, 2024
152024
Optimal stopping via distribution regression: a higher rank signature approach
B Horvath, M Lemercier, C Liu, T Lyons, C Salvi
arXiv preprint arXiv:2304.01479, 2023
152023
A path-dependent PDE solver based on signature kernels
A Pannier, C Salvi
arXiv preprint arXiv:2403.11738, 2024
132024
A Neural RDE approach for continuous-time non-Markovian stochastic control problems
M Hoglund, E Ferrucci, C Hernandez, AM Gonzalez, C Salvi, ...
International Conference on Machine Learning (ICML), New Frontiers in …, 2023
112023
Signature kernel conditional independence tests in causal discovery for stochastic processes
G Manten, C Casolo, E Ferrucci, SW Mogensen, C Salvi, N Kilbertus
International Conference on Learning Representations (ICLR), 2024
102024
SigDiffusions: Score-Based Diffusion Models for Long Time Series via Log-Signature Embeddings
B Barancikova, Z Huang, C Salvi
International Conference on Learning Representations (ICLR), 2024
52024
A structure theorem for streamed information
C Salvi, J Diehl, T Lyons, R Preiss, J Reizenstein
Journal of Algebra, 2023
42023
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