Learning Dynamic Graph Embeddings With Neural Controlled Differential Equations.

Terry J. Lyons Terrence J. Lyons https://www.maths.ox.ac.uk/people/terry.lyons https://zbmath.org/authors/?q=ai:lyons.terence-j https://mathscinet.ams.org/mathscinet/MRAuthorID/117290 https://mathgenealogy.org/id.php?id=29370 https://en.wikipedia.org/wiki/Terry_Lyons_(mathematician) https://www.wikidata.org/entity/Q1405455 https://id.loc.gov/authorities/names/no2005091830 https://d-nb.info/gnd/106506926X

Tiexin Qin Benjamin Walker 0001 Terry J. Lyons Hong Yan 0001 Haoliang Li Learning Dynamic Graph Embeddings With Neural Controlled Differential Equations. 2096-2103 2026 February 48 IEEE Trans. Pattern Anal. Mach. Intell. 2 https://doi.org/10.1109/TPAMI.2025.3617660 db/journals/pami/pami48.html#QinWLYL26 streams/journals/pami

Alexandre Bloch Samuel N. Cohen Terry J. Lyons Joël Mouterde Benjamin Walker 0001 The Exponentially Weighted Signature. 2026 March abs/2603.19198 CoRR https://doi.org/10.48550/arXiv.2603.19198 db/journals/corr/corr2603.html#abs-2603-19198 streams/journals/corr

Benjamin Walker 0001 Terry J. Lyons Chess-World-Model: A 10M-Game Benchmark for Exact State Tracking from Chess Move Sequences. 2026 May abs/2605.30100 CoRR https://doi.org/10.48550/arXiv.2605.30100 db/journals/corr/corr2605.html#abs-2605-30100 streams/journals/corr

Benjamin Walker 0001 Alexandre Bloch Lingyi Yang Sam Morley Terry J. Lyons Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs. 2026 May abs/2605.30213 CoRR https://doi.org/10.48550/arXiv.2605.30213 db/journals/corr/corr2605.html#abs-2605-30213 streams/journals/corr

Benjamin Walker 0001 Lingyi Yang Nicola Muca Cirone Cristopher Salvi Terry J. Lyons Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models. 2025 NeurIPS http://papers.nips.cc/paper_files/paper/2025/hash/f89ce18433cbae97838bd4690454e7c3-Abstract-Conference.html conf/nips/2025 db/conf/nips/neurips2025.html#WalkerYCSL25

Mohamed R. Ibrahim Terry J. Lyons Transforming CCTV cameras into N<sub>2</sub> sensors at city scale for adaptive policymaking. 2025 January abs/2501.00056 CoRR https://doi.org/10.48550/arXiv.2501.00056 db/journals/corr/corr2501.html#abs-2501-00056 streams/journals/corr

Benjamin Walker 0001 Lingyi Yang Nicola Muca Cirone Cristopher Salvi Terry J. Lyons Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models. 2025 May abs/2505.17761 CoRR https://doi.org/10.48550/arXiv.2505.17761 db/journals/corr/corr2505.html#abs-2505-17761 streams/journals/corr

Ioannis Gasteratos Antoine Jacquier Maud Lemercier Terry J. Lyons Cristopher Salvi Novelty detection on path space. 2025 December abs/2512.03243 CoRR https://doi.org/10.48550/arXiv.2512.03243 db/journals/corr/corr2512.html#abs-2512-03243 streams/journals/corr

Talia Tseriotou Ryan Sze-Yin Chan Adam Tsakalidis Iman Munire Bilal Elena Kochkina Terry J. Lyons Maria Liakata Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modelling. 223-237 2024 EACL (Demonstrations) https://doi.org/10.18653/v1/2024.eacl-demo.24 https://aclanthology.org/2024.eacl-demo.24 conf/eacl/2024d db/conf/eacl/eacl2024d.html#TseriotouCTBKLL24 Benjamin Walker 0001 Andrew D. McLeod Tiexin Qin Yichuan Cheng Haoliang Li Terry J. Lyons Log Neural Controlled Differential Equations: The Lie Brackets Make A Difference. 2024 ICML https://proceedings.mlr.press/v235/walker24a.html https://openreview.net/forum?id=0tYrMtQyPT conf/icml/2024 db/conf/icml/icml2024.html#0001MQCLL24 49822-49844 Nicola Muca Cirone Antonio Orvieto Benjamin Walker 0001 Cristopher Salvi Terry J. Lyons Theoretical Foundations of Deep Selective State-Space Models. 2024 NeurIPS http://papers.nips.cc/paper_files/paper/2024/hash/e6231c5f46598cfd09ff1970524e0436-Abstract-Conference.html conf/nips/2024 db/conf/nips/neurips2024.html#CironeO0SL24

Jason Rader Terry J. Lyons Patrick Kidger Optimistix: modular optimisation in JAX and Equinox. 2024 abs/2402.09983 CoRR https://doi.org/10.48550/arXiv.2402.09983 db/journals/corr/corr2402.html#abs-2402-09983

Paola Arrubarrena Maud Lemercier Bojan Nikolic Terry J. Lyons Thomas Cass Novelty Detection on Radio Astronomy Data using Signatures. 2024 abs/2402.14892 CoRR https://doi.org/10.48550/arXiv.2402.14892 db/journals/corr/corr2402.html#abs-2402-14892

Benjamin Walker 0001 Andrew D. McLeod Tiexin Qin Yichuan Cheng Haoliang Li Terry J. Lyons Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference. 2024 abs/2402.18512 CoRR https://doi.org/10.48550/arXiv.2402.18512 db/journals/corr/corr2402.html#abs-2402-18512

Nicola Muca Cirone Antonio Orvieto Benjamin Walker 0001 Cristopher Salvi Terry J. Lyons Theoretical Foundations of Deep Selective State-Space Models. 2024 abs/2402.19047 CoRR https://doi.org/10.48550/arXiv.2402.19047 db/journals/corr/corr2402.html#abs-2402-19047

Felix H. Krones Ben Walker Guy Parsons Terry J. Lyons Adam Mahdi Multimodal deep learning approach to predicting neurological recovery from coma after cardiac arrest. 2024 abs/2403.06027 CoRR https://doi.org/10.48550/arXiv.2403.06027 db/journals/corr/corr2403.html#abs-2403-06027

Maud Lemercier Terry J. Lyons A High Order Solver for Signature Kernels. 2024 abs/2404.02926 CoRR https://doi.org/10.48550/arXiv.2404.02926 db/journals/corr/corr2404.html#abs-2404-02926

Terry J. Lyons Andrew D. McLeod Higher Order Lipschitz Sandwich Theorems. 2024 abs/2404.06849 CoRR https://doi.org/10.48550/arXiv.2404.06849 db/journals/corr/corr2404.html#abs-2404-06849

Terry J. Lyons Andrew D. McLeod Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM). 2024 abs/2406.03232 CoRR https://doi.org/10.48550/arXiv.2406.03232 db/journals/corr/corr2406.html#abs-2406-03232

Felix Krones Ben Walker Terry J. Lyons Adam Mahdi Combining Hough Transform and Deep Learning Approaches to Reconstruct ECG Signals From Printouts. 2024 abs/2410.14185 CoRR https://doi.org/10.48550/arXiv.2410.14185 db/journals/corr/corr2410.html#abs-2410-14185 streams/journals/corr

Felix Krones Benjamin Walker 0001 Guy Parsons Terry J. Lyons Adam Mahdi Multimodal Deep Learning Approach to Predicting Neurological Recovery From Coma After Cardiac Arrest. 1-4 2023 CinC https://doi.org/10.22489/CinC.2023.035 conf/cinc/2023 db/conf/cinc/cinc2023.html#KronesWPLM23 Satoshi Hayakawa Harald Oberhauser Terry J. Lyons Sampling-based Nyström Approximation and Kernel Quadrature. 12678-12699 2023 ICML https://proceedings.mlr.press/v202/hayakawa23a.html conf/icml/2023 db/conf/icml/icml2023.html#HayakawaOL23 Ahmed Ammar Naseer Benjamin Walker 0001 Christopher Landon Andrew Ambrosy Marat Fudim Nicholas Wysham Botros Toro Sumanth Swaminathan Terry J. Lyons ScoEHR: Generating Synthetic Electronic Health Records using Continuous-time Diffusion Models. 489-508 2023 MLHC https://proceedings.mlr.press/v219/naseer23a.html conf/mlhc/2023 db/conf/mlhc/mlhc2023.html#Naseer0LAFWTSL23

Satoshi Hayakawa Harald Oberhauser Terry J. Lyons Sampling-based Nyström Approximation and Kernel Quadrature. 2023 abs/2301.09517 CoRR https://doi.org/10.48550/arXiv.2301.09517 db/journals/corr/corr2301.html#abs-2301-09517

Adeline Fermanian Terry J. Lyons James Morrill Cristopher Salvi New directions in the applications of rough path theory. 2023 abs/2302.04586 CoRR https://doi.org/10.48550/arXiv.2302.04586 db/journals/corr/corr2302.html#abs-2302-04586

Tiexin Qin Benjamin Walker 0001 Terry J. Lyons Hong Yan 0001 Haoliang Li Learning Dynamic Graph Embeddings with Neural Controlled Differential Equations. 2023 abs/2302.11354 CoRR https://doi.org/10.48550/arXiv.2302.11354 db/journals/corr/corr2302.html#abs-2302-11354

Benjamin Walker 0001 Felix Krones Ivan Kiskin Guy Parsons Terry J. Lyons Adam Mahdi Dual Bayesian ResNet: A Deep Learning Approach to Heart Murmur Detection. 2023 abs/2305.16691 CoRR https://doi.org/10.48550/arXiv.2305.16691 db/journals/corr/corr2305.html#abs-2305-16691

Elena Gal Shaun Singh Aldo Pacchiano Ben Walker Terry J. Lyons Jakob N. Foerster Unbiased Decisions Reduce Regret: Adversarial Domain Adaptation for the Bank Loan Problem. 2023 abs/2308.08051 CoRR https://doi.org/10.48550/arXiv.2308.08051 db/journals/corr/corr2308.html#abs-2308-08051

Mohamed R. Ibrahim Terry J. Lyons FaceTouch: Detecting hand-to-face touch with supervised contrastive learning to assist in tracing infectious disease. 2023 abs/2308.12840 CoRR https://doi.org/10.48550/arXiv.2308.12840 db/journals/corr/corr2308.html#abs-2308-12840

Jason Rader Terry J. Lyons Patrick Kidger Lineax: unified linear solves and linear least-squares in JAX and Equinox. 2023 abs/2311.17283 CoRR https://doi.org/10.48550/arXiv.2311.17283 db/journals/corr/corr2311.html#abs-2311-17283

Talia Tseriotou Ryan Sze-Yin Chan Adam Tsakalidis Iman Munire Bilal Elena Kochkina Terry J. Lyons Maria Liakata Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modelling. 2023 abs/2312.03523 CoRR https://doi.org/10.48550/arXiv.2312.03523 db/journals/corr/corr2312.html#abs-2312-03523

James Morrill Patrick Kidger Lingyi Yang Terry J. Lyons On the Choice of Interpolation Scheme for Neural CDEs. 2022 2022 Trans. Mach. Learn. Res. https://openreview.net/forum?id=caRBFhxXIG db/journals/tmlr/tmlr2022.html#MorrillKYL22

Mohamed R. Ibrahim Terry J. Lyons ImageSig: A signature transform for ultra-lightweight image recognition. 3648-3658 2022 CVPR Workshops https://doi.org/10.1109/CVPRW56347.2022.00409 conf/cvpr/2022w db/conf/cvpr/cvpr2022w.html#IbrahimL22 Paul Moore Theodor-Mihai Iliant Filip-Alexandru Ion Yue Wu 0016 Terry J. Lyons Path Signatures for Non-Intrusive Load Monitoring. 3808-3812 2022 ICASSP https://doi.org/10.1109/ICASSP43922.2022.9747285 conf/icassp/2022 db/conf/icassp/icassp2022.html#MooreIIWL22 Satoshi Hayakawa Harald Oberhauser Terry J. Lyons Positively Weighted Kernel Quadrature via Subsampling. 2022 conf/nips/2022 NeurIPS http://papers.nips.cc/paper_files/paper/2022/hash/2dae7d1ccf1edf76f8ce7c282bdf4730-Abstract-Conference.html db/conf/nips/neurips2022.html#HayakawaOL22

Mohamed R. Ibrahim Terry J. Lyons ImageSig: A signature transform for ultra-lightweight image recognition. 2022 abs/2205.06929 CoRR https://doi.org/10.48550/arXiv.2205.06929 db/journals/corr/corr2205.html#abs-2205-06929

Terry J. Lyons Andrew D. McLeod Generalised Recombination Interpolation Method (GRIM). 2022 abs/2205.07495 CoRR https://doi.org/10.48550/arXiv.2205.07495 db/journals/corr/corr2205.html#abs-2205-07495

Terry J. Lyons Andrew D. McLeod Signature Methods in Machine Learning. 2022 abs/2206.14674 CoRR https://doi.org/10.48550/arXiv.2206.14674 db/journals/corr/corr2206.html#abs-2206-14674

Satoshi Hayakawa Harald Oberhauser Terry J. Lyons Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures. 2022 abs/2210.05787 CoRR https://doi.org/10.48550/arXiv.2210.05787 db/journals/corr/corr2210.html#abs-2210-05787

Cristopher Salvi Thomas Cass James M. Foster Terry J. Lyons Weixin Yang The Signature Kernel Is the Solution of a Goursat PDE. 873-899 2021 3 SIAM J. Math. Data Sci. 3 https://doi.org/10.1137/20M1366794 db/journals/simods/simods3.html#SalviCFLY21

Maud Lemercier Cristopher Salvi Theodoros Damoulas Edwin V. Bonilla Terry J. Lyons Distribution Regression for Sequential Data. 3754-3762 2021 AISTATS http://proceedings.mlr.press/v130/lemercier21a.html conf/aistats/2021 db/conf/aistats/aistats2021.html#LemercierSDBL21 Hao Ni 0001 Shujian Liao Weixin Yang Kevin Schlegel Terry J. Lyons Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition. 173 2021 BMVC https://www.bmvc2021-virtualconference.com/assets/papers/0724.pdf conf/bmvc/2021 db/conf/bmvc/bmvc2021.html#NiLYSL21 Thomas Cochrane Peter Foster Varun Chhabra Maud Lemercier Terry J. Lyons Cristopher Salvi SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. 35-40 2021 CSR https://doi.org/10.1109/CSR51186.2021.9527933 conf/csr2/2021 db/conf/csr2/csr2021.html#CochraneFCLLS21 Bo Wang 0034 Yue Wu 0016 Nemanja Vaci Maria Liakata Terry J. Lyons Kate E. A. Saunders Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder. 7243-7247 2021 ICASSP https://doi.org/10.1109/ICASSP39728.2021.9413891 conf/icassp/2021 db/conf/icassp/icassp2021.html#WangWVLLS21 Patrick Kidger Terry J. Lyons Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU. 2021 ICLR https://openreview.net/forum?id=lqU2cs3Zca conf/iclr/2021 db/conf/iclr/iclr2021.html#KidgerL21 Patrick Kidger Ricky T. Q. Chen Terry J. Lyons "Hey, that's not an ODE": Faster ODE Adjoints via Seminorms. 5443-5452 2021 ICML http://proceedings.mlr.press/v139/kidger21a.html conf/icml/2021 db/conf/icml/icml2021.html#KidgerCL21 Patrick Kidger James Foster Xuechen Li Terry J. Lyons Neural SDEs as Infinite-Dimensional GANs. 5453-5463 2021 ICML http://proceedings.mlr.press/v139/kidger21b.html conf/icml/2021 db/conf/icml/icml2021.html#KidgerFLL21 Maud Lemercier Cristopher Salvi Thomas Cass Edwin V. Bonilla Theodoros Damoulas Terry J. Lyons SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. 6233-6242 2021 ICML http://proceedings.mlr.press/v139/lemercier21a.html conf/icml/2021 db/conf/icml/icml2021.html#LemercierSCBDL21 Cristopher Salvi Maud Lemercier Chong Liu Blanka Horvath Theodoros Damoulas Terry J. Lyons Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. 16635-16647 2021 NeurIPS https://proceedings.neurips.cc/paper/2021/hash/8b2dfbe0c1d43f9537dae01e96458ff1-Abstract.html conf/nips/2021 db/conf/nips/neurips2021.html#SalviLLHDL21 Patrick Kidger James Foster Xuechen Li Terry J. Lyons Efficient and Accurate Gradients for Neural SDEs. 18747-18761 2021 NeurIPS https://proceedings.neurips.cc/paper/2021/hash/9ba196c7a6e89eafd0954de80fc1b224-Abstract.html conf/nips/2021 db/conf/nips/neurips2021.html#KidgerFLL21

James Foster Terry J. Lyons Harald Oberhauser The shifted ODE method for underdamped Langevin MCMC. 2021 abs/2101.03446 CoRR https://arxiv.org/abs/2101.03446 db/journals/corr/corr2101.html#abs-2101-03446

Patrick Kidger James Foster Xuechen Li Harald Oberhauser Terry J. Lyons Neural SDEs as Infinite-Dimensional GANs. 2021 abs/2102.03657 CoRR https://arxiv.org/abs/2102.03657 db/journals/corr/corr2102.html#abs-2102-03657

Thomas Cochrane Peter Foster Varun Chhabra Maud Lemercier Cristopher Salvi Terry J. Lyons SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. 2021 abs/2102.07904 CoRR https://arxiv.org/abs/2102.07904 db/journals/corr/corr2102.html#abs-2102-07904

Bo Wang 0034 Yue Wu 0016 Nemanja Vaci Maria Liakata Terry J. Lyons Kate E. A. Saunders Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder. 2021 abs/2102.09607 CoRR https://arxiv.org/abs/2102.09607 db/journals/corr/corr2102.html#abs-2102-09607

Maud Lemercier Cristopher Salvi Thomas Cass Edwin V. Bonilla Theodoros Damoulas Terry J. Lyons SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. 2021 abs/2105.04211 CoRR https://arxiv.org/abs/2105.04211 db/journals/corr/corr2105.html#abs-2105-04211

Patrick Kidger James Foster Xuechen Li Terry J. Lyons Efficient and Accurate Gradients for Neural SDEs. 2021 abs/2105.13493 CoRR https://arxiv.org/abs/2105.13493 db/journals/corr/corr2105.html#abs-2105-13493

James Morrill Patrick Kidger Lingyi Yang Terry J. Lyons Neural Controlled Differential Equations for Online Prediction Tasks. 2021 abs/2106.11028 CoRR https://arxiv.org/abs/2106.11028 db/journals/corr/corr2106.html#abs-2106-11028

Satoshi Hayakawa Harald Oberhauser Terry J. Lyons Positively Weighted Kernel Quadrature via Subsampling. 2021 abs/2107.09597 CoRR https://arxiv.org/abs/2107.09597 db/journals/corr/corr2107.html#abs-2107-09597

Cristopher Salvi Maud Lemercier Chong Liu Blanka Horvath Theodoros Damoulas Terry J. Lyons Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. 2021 abs/2109.03582 CoRR https://arxiv.org/abs/2109.03582 db/journals/corr/corr2109.html#abs-2109-03582

Shujian Liao Terry J. Lyons Weixin Yang Kevin Schlegel Hao Ni 0001 Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition. 2021 abs/2110.13008 CoRR https://arxiv.org/abs/2110.13008 db/journals/corr/corr2110.html#abs-2110-13008

Jasdeep Kalsi Terry J. Lyons Imanol Pérez Arribas Optimal Execution with Rough Path Signatures. 470-493 2020 11 SIAM J. Financial Math. 2 https://doi.org/10.1137/19M1259778 db/journals/siamfm/siamfm11.html#KalsiLA20

James M. Foster Terry J. Lyons Harald Oberhauser An Optimal Polynomial Approximation of Brownian Motion. 1393-1421 2020 58 SIAM J. Numer. Anal. 3 https://doi.org/10.1137/19M1261912 db/journals/siamnum/siamnum58.html#FosterLO20

John Pougue Biyong Bo Wang 0034 Terry J. Lyons Alejo J. Nevado-Holgado Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder. 41-54 2020 ClinicalNLP@EMNLP https://doi.org/10.18653/v1/2020.clinicalnlp-1.5 conf/acl-clinicalnlp/2020 db/conf/acl-clinicalnlp/acl-clinicalnlp2020.html#BiyongWLN20 Patrick Kidger Terry J. Lyons Universal Approximation with Deep Narrow Networks. 2306-2327 2020 COLT http://proceedings.mlr.press/v125/kidger20a.html conf/colt/2020 db/conf/colt/colt2020.html#KidgerL20 Yue Wu 0016 Hao Ni 0001 Terrence J. Lyons Robin L. Hudson Signature features with the visibility transformation. 4665-4672 2020 ICPR https://doi.org/10.1109/ICPR48806.2021.9412642 conf/icpr/2020 db/conf/icpr/icpr2020.html#WuNLH20 Bo Wang 0034 Yue Wu 0016 Niall Taylor Terry J. Lyons Maria Liakata Alejo J. Nevado-Holgado Kate E. A. Saunders Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews. 437-441 2020 INTERSPEECH https://doi.org/10.21437/Interspeech.2020-3040 conf/interspeech/2020 db/conf/interspeech/interspeech2020.html#WangWTLLNS20 Patrick Kidger James Morrill James Foster Terry J. Lyons Neural Controlled Differential Equations for Irregular Time Series. 2020 NeurIPS https://proceedings.neurips.cc/paper/2020/hash/4a5876b450b45371f6cfe5047ac8cd45-Abstract.html conf/nips/2020 db/conf/nips/neurips2020.html#KidgerMFL20

Patrick Kidger Terry J. Lyons Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU. 2020 abs/2001.00706 CoRR http://arxiv.org/abs/2001.00706 db/journals/corr/corr2001.html#abs-2001-00706

Yue Wu 0016 Hao Ni 0001 Terrence J. Lyons Robin L. Hudson Signature features with the visibility transformation. 2020 abs/2004.04006 CoRR https://arxiv.org/abs/2004.04006 db/journals/corr/corr2004.html#abs-2004-04006

Patrick Kidger James Morrill James Foster Terry J. Lyons Neural Controlled Differential Equations for Irregular Time Series. 2020 abs/2005.08926 CoRR https://arxiv.org/abs/2005.08926 db/journals/corr/corr2005.html#abs-2005-08926

Patrick Kidger James Morrill Terry J. Lyons Generalised Interpretable Shapelets for Irregular Time Series. 2020 abs/2005.13948 CoRR https://arxiv.org/abs/2005.13948 db/journals/corr/corr2005.html#abs-2005-13948

James Morrill Adeline Fermanian Patrick Kidger Terry J. Lyons A Generalised Signature Method for Time Series. 2020 abs/2006.00873 CoRR https://arxiv.org/abs/2006.00873 db/journals/corr/corr2006.html#abs-2006-00873

Thomas Cochrane Peter Foster Terry J. Lyons Imanol Pérez Arribas Anomaly detection on streamed data. 2020 abs/2006.03487 CoRR https://arxiv.org/abs/2006.03487 db/journals/corr/corr2006.html#abs-2006-03487

Maud Lemercier Cristopher Salvi Theodoros Damoulas Edwin V. Bonilla Terry J. Lyons Distribution Regression for Continuous-Time Processes via the Expected Signature. 2020 abs/2006.05805 CoRR https://arxiv.org/abs/2006.05805 db/journals/corr/corr2006.html#abs-2006-05805

Hans Bühler Blanka Horvath Terry J. Lyons Imanol Pérez Arribas Ben Wood A Data-driven Market Simulator for Small Data Environments. 2020 abs/2006.14498 CoRR https://arxiv.org/abs/2006.14498 db/journals/corr/corr2006.html#abs-2006-14498

Thomas Cass Terry J. Lyons Cristopher Salvi Weixin Yang Computing the full signature kernel as the solution of a Goursat problem. 2020 abs/2006.14794 CoRR https://arxiv.org/abs/2006.14794 db/journals/corr/corr2006.html#abs-2006-14794

Bo Wang 0034 Yue Wu 0016 Niall Taylor Terry J. Lyons Maria Liakata Alejo J. Nevado-Holgado Kate E. A. Saunders Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews. 2020 abs/2008.03408 CoRR https://arxiv.org/abs/2008.03408 db/journals/corr/corr2008.html#abs-2008-03408

James Morrill Patrick Kidger Cristopher Salvi James Foster Terry J. Lyons Neural CDEs for Long Time Series via the Log-ODE Method. 2020 abs/2009.08295 CoRR https://arxiv.org/abs/2009.08295 db/journals/corr/corr2009.html#abs-2009-08295

Patrick Kidger Ricky T. Q. Chen Terry J. Lyons "Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code. 2020 abs/2009.09457 CoRR https://arxiv.org/abs/2009.09457 db/journals/corr/corr2009.html#abs-2009-09457

John Pougue Biyong Bo Wang 0034 Terry J. Lyons Alejo J. Nevado-Holgado Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder. 2020 abs/2010.04897 CoRR https://arxiv.org/abs/2010.04897 db/journals/corr/corr2010.html#abs-2010-04897

James Morrill Andrey Kormilitzin Alejo J. Nevado-Holgado Sumanth Swaminathan Sam Howison Terry J. Lyons The Signature-Based Model for Early Detection of Sepsis From Electronic Health Records in the Intensive Care Unit. 1-4 2019 CinC https://doi.org/10.22489/CinC.2019.014 https://doi.org/10.23919/CinC49843.2019.9005805 conf/cinc/2019 db/conf/cinc/cinc2019.html#MorrillKNSHL19 Bo Wang 0034 Maria Liakata Hao Ni 0001 Terry J. Lyons Alejo J. Nevado-Holgado Kate Saunders A Path Signature Approach for Speech Emotion Recognition. 1661-1665 2019 INTERSPEECH https://doi.org/10.21437/Interspeech.2019-2624 conf/interspeech/2019 db/conf/interspeech/interspeech2019.html#0034LNLNS19 Patrick Kidger Patric Bonnier Imanol Pérez Arribas Cristopher Salvi Terry J. Lyons Deep Signature Transforms. 3099-3109 2019 NeurIPS https://proceedings.neurips.cc/paper/2019/hash/d2cdf047a6674cef251d56544a3cf029-Abstract.html http://papers.nips.cc/paper/8574-deep-signature-transforms conf/nips/2019 db/conf/nips/nips2019.html#KidgerBASL19

Patric Bonnier Patrick Kidger Imanol Pérez Arribas Cristopher Salvi Terry J. Lyons Deep Signatures. 2019 abs/1905.08494 CoRR http://arxiv.org/abs/1905.08494 db/journals/corr/corr1905.html#abs-1905-08494

Patrick Kidger Terry J. Lyons Universal Approximation with Deep Narrow Networks. 2019 abs/1905.08539 CoRR http://arxiv.org/abs/1905.08539 db/journals/corr/corr1905.html#abs-1905-08539

Jiawei Chang Terry J. Lyons Insertion algorithm for inverting the signature of a path. 2019 abs/1907.08423 CoRR http://arxiv.org/abs/1907.08423 db/journals/corr/corr1907.html#abs-1907-08423

Shujian Liao Terry J. Lyons Weixin Yang Hao Ni 0001 Learning stochastic differential equations using RNN with log signature features. 2019 abs/1908.08286 CoRR http://arxiv.org/abs/1908.08286 db/journals/corr/corr1908.html#abs-1908-08286

Zecheng Xie Zenghui Sun Lianwen Jin Hao Ni 0001 Terry J. Lyons Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition. 1903-1917 2018 40 IEEE Trans. Pattern Anal. Mach. Intell. 8 https://doi.org/10.1109/TPAMI.2017.2732978 http://doi.ieeecomputersociety.org/10.1109/TPAMI.2017.2732978 https://www.wikidata.org/entity/Q38372904 db/journals/pami/pami40.html#XieSJNL18

Daniel G. Wilson-Nunn Terry J. Lyons Anastasia Papavasiliou Hao Ni 0001 A Path Signature Approach to Online Arabic Handwriting Recognition. 135-139 2018 ASAR https://doi.org/10.1109/ASAR.2018.8480300 conf/asar/2018 db/conf/asar/asar2018.html#Wilson-NunnLPN18

Terry J. Lyons Imanol Pérez Arribas Labelling as an unsupervised learning problem. 2018 abs/1805.03911 CoRR http://arxiv.org/abs/1805.03911 db/journals/corr/corr1805.html#abs-1805-03911

Weixin Yang Terry J. Lyons Hao Ni 0001 Cordelia Schmid Lianwen Jin Jiawei Chang Leveraging the Path Signature for Skeleton-based Human Action Recognition. 2017 abs/1707.03993 CoRR http://arxiv.org/abs/1707.03993 db/journals/corr/corr1707.html#YangLNSJC17

Terry J. Lyons Harald Oberhauser Sketching the order of events. 2017 abs/1708.09708 CoRR http://arxiv.org/abs/1708.09708 db/journals/corr/corr1708.html#abs-1708-09708

Weixin Yang Lianwen Jin Hao Ni 0001 Terry J. Lyons Rotation-free online handwritten character recognition using dyadic path signature features, hanging normalization, and deep neural network. 4083-4088 2016 ICPR https://doi.org/10.1109/ICPR.2016.7900273 conf/icpr/2016 db/conf/icpr/icpr2016.html#YangJNL16

Wonjung Lee Terry J. Lyons The adaptive patched cubature filter and its implementation. 2015 abs/1509.04239 CoRR http://arxiv.org/abs/1509.04239 db/journals/corr/corr1509.html#LeeL15

Navonil Mustafee Terry J. Lyons Paul Rees Lee Davies Mark Ramsey Michael D. Williams Planning of bed capacities in specialized and integrated care units: incorporating bed blockers in a simulation of surgical throughput. 75:1-75:12 2012 WSC https://doi.org/10.1109/WSC.2012.6465102 http://dl.acm.org/citation.cfm?id=2429858 conf/wsc/2012 db/conf/wsc/wsc2012.html#MustafeeLRDRW12

Dan Crisan Terry J. Lyons Minimal Entropy Approximations and Optimal Algorithms. 343-356 2002 8 Monte Carlo Methods Appl. 4 https://doi.org/10.1515/mcma.2002.8.4.343 db/journals/mcma/mcma8.html#CrisanL02

Dan Crisan Jessica G. Gaines Terry J. Lyons Convergence of a Branching Particle Method to the Solution of the Zakai Equation. 1568-1590 1998 58 SIAM J. Appl. Math. 5 https://doi.org/10.1137/S0036139996307371 https://www.wikidata.org/entity/Q55881307 db/journals/siamam/siamam58.html#CrisanGL98

Jessica G. Gaines Terry J. Lyons Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations. 1455-1484 1997 57 SIAM J. Appl. Math. 5 https://doi.org/10.1137/S0036139995286515 db/journals/siamam/siamam57.html#GainesL97

Jessica G. Gaines Terry J. Lyons Random Generation of Stochastic Area Integrals. 1132-1146 1994 54 SIAM J. Appl. Math. 4 https://doi.org/10.1137/S0036139992235706 db/journals/siamam/siamam54.html#GainesL94

Andrew Ambrosy Imanol Pérez Arribas Paola Arrubarrena Iman Munire Bilal John Pougue Biyong Alexandre Bloch Edwin V. Bonilla Patric Bonnier Hans BuehlerHans Bühler Thomas Cass Ryan Sze-Yin Chan Jiawei Chang Ricky T. Q. Chen Yichuan Cheng Varun Chhabra Nicola Muca Cirone Thomas Cochrane Samuel N. Cohen Dan Crisan Theodoros Damoulas Lee Davies Adeline Fermanian Jakob N. Foerster James Foster James M. Foster Peter Foster Marat Fudim Jessica G. Gaines Elena Gal Ioannis Gasteratos Satoshi Hayakawa Blanka Horvath Sam Howison Robin L. Hudson Mohamed R. Ibrahim Theodor-Mihai Iliant Filip-Alexandru Ion Antoine Jacquier Lianwen Jin Jasdeep Kalsi Patrick Kidger Ivan Kiskin Elena Kochkina Andrey Kormilitzin Felix KronesFelix H. Krones Christopher Landon Wonjung Lee Maud Lemercier Haoliang Li Xuechen Li Maria Liakata Shujian Liao Chong Liu Adam Mahdi Andrew D. McLeod Paul Moore Samuel MorleySam Morley James Morrill Joël Mouterde Navonil Mustafee Ahmed Ammar Naseer Alejo J. Nevado-Holgado Hao Ni 0001 Bojan Nikolic Harald Oberhauser Antonio Orvieto Aldo Pacchiano Anastasia Papavasiliou Guy Parsons Tiexin Qin Jason Rader Mark Ramsey Paul Rees Cristopher Salvi Kate SaundersKate E. A. Saunders Kevin Schlegel Cordelia Schmid Shaun Singh Zenghui Sun Sumanth Swaminathan Niall Taylor Botros Toro Adam Tsakalidis Talia Tseriotou Nemanja Vaci Ben Walker Benjamin Walker 0001 Bo Wang 0034 Michael D. Williams Daniel G. Wilson-Nunn Ben Wood Yue Wu 0016 Nicholas Wysham Zecheng Xie Hong Yan 0001 Lingyi Yang Weixin Yang