| Deep signature transforms P Bonnier, P Kidger, IP Arribas, C Salvi, T Lyons Advances in Neural Information Processing Systems (NeurIPS 19), 2019 | 136* | 2019 |
| Neural Rough Differential Equations for Long Time Series J Morrill, C Salvi, P Kidger, J Foster, T Lyons International Conference on Machine Learning (ICML 21), 2020 | 123* | 2020 |
| 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, 2020 | 61* | 2020 |
| Sig-SDEs model for quantitative finance IP Arribas, C Salvi, L Szpruch ACM International Conference on AI in Finance (ICAIF 20), 2020 | 44 | 2020 |
| Neural stochastic PDEs: Resolution-invariant learning of continuous spatiotemporal dynamics C Salvi, M Lemercier, A Gerasimovics Advances in Neural Information Processing Systems (NeurIPS 22), 2022 | 37* | 2022 |
| Distribution Regression for Sequential Data M Lemercier, C Salvi, T Damoulas, EV Bonilla, T Lyons International Conference on Artificial Intelligence and Statistics (AISTATS 21), 2021 | 36* | 2021 |
| 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 21), 2021 | 27 | 2021 |
| 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 | 25 | 2021 |
| 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 | 19 | 2021 |
| New directions in the applications of rough path theory A Fermanian, T Lyons, J Morrill, C Salvi IEEE BITS the Information Theory Magazine, 2023 | 15 | 2023 |
| Neural signature kernels as infinite-width-depth-limits of controlled ResNets NM Cirone, M Lemercier, C Salvi International Conference on Machine Learning (ICML 23), 2023 | 14 | 2023 |
| 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 23), 2023 | 10 | 2023 |
| 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 | 8 | 2023 |
| 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 23), New Frontiers in …, 2023 | 4 | 2023 |
| Rough paths, kernels, differential equations and an algebra of functions on streams C Salvi University of Oxford, 2021 | 3 | 2021 |
| A path-dependent PDE solver based on signature kernels A Pannier, C Salvi arXiv preprint arXiv:2403.11738, 2024 | 2 | 2024 |
| Theoretical Foundations of Deep Selective State-Space Models NM Cirone, A Orvieto, B Walker, C Salvi, T Lyons arXiv preprint arXiv:2402.19047, 2024 | 2 | 2024 |
| Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes G Manten, C Casolo, E Ferrucci, SW Mogensen, C Salvi, N Kilbertus arXiv preprint arXiv:2402.18477, 2024 | 2 | 2024 |
| A structure theorem for streamed information C Salvi, J Diehl, T Lyons, R Preiss, J Reizenstein Journal of Algebra, 2023 | 1 | 2023 |
| Lecture notes on rough paths and applications to machine learning T Cass, C Salvi arXiv preprint arXiv:2404.06583, 2024 | | 2024 |
Maud LemercierUniversity of OxfordVerified email at maths.ox.ac.uk
