2 citations · 3 across the 7 of their papers we have counts for
3 papers · 1 filter
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.…
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…
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…