3 papers
cs.LG2026
Structured Neural SDEs for Functional Calibration
Francesco Piatti, Andrea Iannucci, Thomas Cass
Neural Stochastic Differential Equations (Neural SDEs) provide flexible continuous-time generative models, but generic neural drift and diffusion networks are costly to simulate on…
cs.LG2025
Random Controlled Differential Equations
Francesco Piatti, Thomas Cass, William F. Turner
We introduce a training-efficient framework for time-series learning that combines random features with controlled differential equations (CDEs). In this approach, large randomly p…
math.NA2025
Numerical Schemes for Signature Kernels
Thomas Cass, Francesco Piatti, Jeffrey Pei
Signature kernels have emerged as a powerful tool within kernel methods for sequential data. In the paper "The Signature Kernel is the solution of a Goursat PDE", the authors ident…