activity
20232025
most citedLog-PDE Methods for Rough Signature Kernels

2 citations · 3 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ML2025

Novelty detection on path space

Ioannis Gasteratos, Antoine Jacquier, Maud Lemercier +2

We frame novelty detection on path space as a hypothesis testing problem with signature-based test statistics. Using transportation-cost inequalities of Gasteratos and Jacquier (20…

q-bio.GN2025

Path Signatures Enable Model-Free Mapping of RNA Modifications

Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio +10

Detecting chemical modifications on RNA molecules remains a key challenge in epitranscriptomics. Traditional reverse transcription-based sequencing methods introduce enzyme- and se…

math.PR2024

High-degree cubature on Wiener space through unshuffle expansions

Emilio Ferrucci, Timothy Herschell, Christian Litterer +1

Utilising classical results on the structure of Hopf algebras, we develop a novel approach for the construction of cubature formulae on Wiener space based on unshuffle expansions.…

q-bio.QM2024

Deep Signature: Characterization of Large-Scale Molecular Dynamics

Tiexin Qin, Mengxu Zhu, Chunyang Li +3

Understanding protein dynamics are essential for deciphering protein functional mechanisms and developing molecular therapies. However, the complex high-dimensional dynamics and in…

cs.LG2024★ 2 cited

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…

cs.CL2023★ 1 cited

Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modelling

Talia Tseriotou, Ryan Sze-Yin Chan, Adam Tsakalidis +4

We present an open-source, pip installable toolkit, Sig-Networks, the first of its kind for longitudinal language modelling. A central focus is the incorporation of Signature-based…

math.PR2023

Flow techniques for non-geometric RDEs on manifolds

Hannes Kern, Terry Lyons

In 2015, Bailleul presented a mechanism to solve rough differential equations by constructing flows, using the log-ODE method. We extend this notion in two ways: On the one hand, w…