Preprints and papers | 2024

Preprints and papers | 2024


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

Nicola Muca Cirone, Antonio Orvieto, Benjamin WalkerCristopher Salvi, Terry Lyons

Theoretical Foundations of Deep Selective State-Space Models

arXiv:2402.19047 (29 Feb 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

arXiv:2402.18512v1 (28 Feb 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 ArrubarrenaMaud Lemercier, Bojan Nikolic, Terry LyonsThomas 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 RaderTerry 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 CohenJames Foster, Peter Foster, Hang LouTerry LyonsSam MorleyJames MorrillHao Ni, Edward Palmer, Bo Wang, Yue WuLingyi YangWeixin 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


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