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Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder

Oct 10, 2020
John Pougue Biyong, Bo Wang, Terry Lyons, Alejo J Nevado-Holgado


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"Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code

Sep 20, 2020
Patrick Kidger, Ricky T. Q. Chen, Terry Lyons


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Neural CDEs for Long Time Series via the Log-ODE Method

Sep 17, 2020
James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry Lyons


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Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews

Aug 08, 2020
Bo Wang, Yue Wu, Niall Taylor, Terry Lyons, Maria Liakata, Alejo J Nevado-Holgado, Kate E A Saunders


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Computing the full signature kernel as the solution of a Goursat problem

Jun 26, 2020
Thomas Cass, Terry Lyons, Cristopher Salvi, Weixin Yang


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Distribution Regression for Continuous-Time Processes via the Expected Signature

Jun 22, 2020
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry Lyons


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A Data-driven Market Simulator for Small Data Environments

Jun 21, 2020
Hans Bühler, Blanka Horvath, Terry Lyons, Imanol Perez Arribas, Ben Wood

* 27 pages, 9 figures 

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Anomaly detection on streamed data

Jun 05, 2020
Thomas Cochrane, Peter Foster, Terry Lyons, Imanol Perez Arribas


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A Generalised Signature Method for Time Series

Jun 01, 2020
James Morrill, Adeline Fermanian, Patrick Kidger, Terry Lyons

* 25 pages 

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Generalised Interpretable Shapelets for Irregular Time Series

May 29, 2020
Patrick Kidger, James Morrill, Terry Lyons


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Neural Controlled Differential Equations for Irregular Time Series

May 18, 2020
Patrick Kidger, James Morrill, James Foster, Terry Lyons

* 25 pages 

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Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU

Jan 03, 2020
Patrick Kidger, Terry Lyons


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Learning stochastic differential equations using RNN with log signature features

Sep 22, 2019
Shujian Liao, Terry Lyons, Weixin Yang, Hao Ni


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Universal Approximation with Deep Narrow Networks

May 21, 2019
Patrick Kidger, Terry Lyons

* 18 pages, 3 figures 

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Deep Signatures

May 21, 2019
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi, Terry Lyons


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Labelling as an unsupervised learning problem

May 30, 2018
Terry Lyons, Imanol Perez Arribas


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A signature-based machine learning model for bipolar disorder and borderline personality disorder

Oct 04, 2017
Imanol Perez Arribas, Kate Saunders, Guy Goodwin, Terry Lyons


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Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model

Aug 03, 2017
Andrey Kormilitzin, Kate E. A. Saunders, Paul J. Harrison, John R. Geddes, Terry Lyons

* 12 pages, 3 tables, 10 figures 

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Leveraging the Path Signature for Skeleton-based Human Action Recognition

Jul 13, 2017
Weixin Yang, Terry Lyons, Hao Ni, Cordelia Schmid, Lianwen Jin, Jiawei Chang

* 14 pages, 6 figures 

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Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition

May 25, 2017
Zecheng Xie, Zenghui Sun, Lianwen Jin, Hao Ni, Terry Lyons

* 14 pages, 9 figures 

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