11 citations · 33 across the 12 of their papers we have counts for
3 papers · 1 filter
Log-PDE Methods for Rough Signature Kernels
Maud Lemercier, Terry Lyons, Cristopher Salvi
Signature kernels, inner products of path signatures, underpin several machine learning algorithms for multivariate time series analysis. For bounded variation paths, signature ker…
Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics
Cristopher Salvi, Maud Lemercier, Andris Gerasimovics
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the noti…
Distribution Regression for Sequential Data
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas +2
Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rig…