11 citations · 33 across the 12 of their papers we have counts for
3 papers · 1 filter
Non-adversarial training of Neural SDEs with signature kernel scores
Zacharia Issa, Blanka Horvath, Maud Lemercier +1
Neural SDEs are continuous-time generative models for sequential data. State-of-the-art performance for irregular time series generation has been previously obtained by training th…
Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
Blanka Horvath, Maud Lemercier, Chong Liu +2
Distribution Regression on path-space refers to the task of learning functions mapping the law of a stochastic process to a scalar target. The learning procedure based on the notio…
Neural signature kernels as infinite-width-depth-limits of controlled ResNets
Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi
Motivated by the paradigm of reservoir computing, we consider randomly initialized controlled ResNets defined as Euler-discretizations of neural controlled differential equations (…