Neural signature kernels as infinite-width-depth-limits of controlled resnets
Motivated by the paradigm of reservoir computing, we consider randomly initialized
controlled ResNets defined as Euler-discretizations of neural controlled differential …
controlled ResNets defined as Euler-discretizations of neural controlled differential …
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
P Kidger, T Lyons - arxiv preprint arxiv:2001.00706, 2020 - arxiv.org
Signatory is a library for calculating and performing functionality related to the signature and
logsignature transforms. The focus is on machine learning, and as such includes features …
logsignature transforms. The focus is on machine learning, and as such includes features …
Computing on functions using randomized vector representations (in brief)
Vector space models for symbolic processing that encode symbols by random vectors have
been proposed in cognitive science and connectionist communities under the names Vector …
been proposed in cognitive science and connectionist communities under the names Vector …
Approximation bounds for random neural networks and reservoir systems
This work studies approximation based on single-hidden-layer feedforward and recurrent
neural networks with randomly generated internal weights. These methods, in which only …
neural networks with randomly generated internal weights. These methods, in which only …
Joint calibration to SPX and VIX options with signature‐based models
We consider a stochastic volatility model where the dynamics of the volatility are described
by a linear function of the (time extended) signature of a primary process which is supposed …
by a linear function of the (time extended) signature of a primary process which is supposed …
Signature-based models: theory and calibration
We consider asset price models whose dynamics are described by linear functions of the
(time extended) signature of a primary underlying process, which can range from a (market …
(time extended) signature of a primary underlying process, which can range from a (market …
Designing universal causal deep learning models: The geometric (hyper) transformer
Several problems in stochastic analysis are defined through their geometry, and preserving
that geometric structure is essential to generating meaningful predictions. Nevertheless, how …
that geometric structure is essential to generating meaningful predictions. Nevertheless, how …
Twin vortex computer in fluid flow
Fluids exist universally in nature and technology. Among the many types of fluid flows is the
well-known vortex shedding, which takes place when a fluid flows past a bluff body. Diverse …
well-known vortex shedding, which takes place when a fluid flows past a bluff body. Diverse …
Global universal approximation of functional input maps on weighted spaces
We introduce so-called functional input neural networks defined on a possibly infinite
dimensional weighted space with values also in a possibly infinite dimensional output …
dimensional weighted space with values also in a possibly infinite dimensional output …
Infinite-dimensional reservoir computing
Reservoir computing approximation and generalization bounds are proved for a new
concept class of input/output systems that extends the so-called generalized Barron …
concept class of input/output systems that extends the so-called generalized Barron …