Terry J. Lyons

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math.NA2026

Concise $(ε, r)$ -representations of a path

Emilio Ferrucci, Oliver Perrée, Terry Lyons

Paths $X : [0, T] \to R^{d}$ are traditionally stored in finite memory as time series. Recent research has underscored the benefits of instead representing them as collec…

math.NA2024

Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

Terry Lyons, Andrew D. McLeod

In this paper we introduce the Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM) for finding sparse approximations of Lip $(γ)$ functions, in the sense of S…

Concise (ε,r)-representations of a path

Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

Concise $(ε, r)$ -representations of a path