11 citations · 30 across the 6 of their papers we have counts for
3 papers · 1 filter
New directions in the applications of rough path theory
Adeline Fermanian, Terry Lyons, James Morrill +1
This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are di…
Scaling ResNets in the Large-depth Regime
Pierre Marion, Adeline Fermanian, Gérard Biau +1
Deep ResNets are recognized for achieving state-of-the-art results in complex machine learning tasks. However, the remarkable performance of these architectures relies on a trainin…
A Generalised Signature Method for Multivariate Time Series Feature Extraction
James Morrill, Adeline Fermanian, Patrick Kidger +1
The 'signature method' refers to a collection of feature extraction techniques for multivariate time series, derived from the theory of controlled differential equations. There is…