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ORCIDCristopher Salvi
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Journal Articles
- 2021
[j1]Cristopher Salvi, Thomas Cass, James Foster
, Terry J. Lyons, Weixin Yang:
The Signature Kernel Is the Solution of a Goursat PDE. SIAM J. Math. Data Sci. 3(3): 873-899 (2021)
Conference and Workshop Papers
- 2023
- [c10]Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi:
Neural signature kernels as infinite-width-depth-limits of controlled ResNets. ICML 2023: 25358-25425 - [c9]Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi:
Non-adversarial training of Neural SDEs with signature kernel scores. NeurIPS 2023 - 2022
- [c8]Cristopher Salvi, Maud Lemercier, Andris Gerasimovics:
Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics. NeurIPS 2022 - 2021
- [c7]Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons:
Distribution Regression for Sequential Data. AISTATS 2021: 3754-3762 - [c6]Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Terry J. Lyons, Cristopher Salvi:
SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. CSR 2021: 35-40 - [c5]Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons:
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. ICML 2021: 6233-6242 - [c4]James Morrill, Cristopher Salvi, Patrick Kidger, James Foster:
Neural Rough Differential Equations for Long Time Series. ICML 2021: 7829-7838 - [c3]Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons:
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. NeurIPS 2021: 16635-16647 - 2020
- [c2]Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch:
Sig-SDEs model for quantitative finance. ICAIF 2020: 7:1-7:8 - 2019
- [c1]Patrick Kidger, Patric Bonnier, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons:
Deep Signature Transforms. NeurIPS 2019: 3099-3109
Informal and Other Publications
- 2024
- [i19]Georg Manten, Cecilia Casolo, Emilio Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus:
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes. CoRR abs/2402.18477 (2024) - [i18]Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry J. Lyons:
Theoretical Foundations of Deep Selective State-Space Models. CoRR abs/2402.19047 (2024) - [i17]Alexandre Pannier, Cristopher Salvi:
A path-dependent PDE solver based on signature kernels. CoRR abs/2403.11738 (2024) - [i16]Thomas Cass, Cristopher Salvi:
Lecture notes on rough paths and applications to machine learning. CoRR abs/2404.06583 (2024) - [i15]Christian Holberg, Cristopher Salvi:
Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals. CoRR abs/2405.13587 (2024) - [i14]Barbora Barancikova, Zhuoyue Huang, Cristopher Salvi:
SigDiffusions: Score-Based Diffusion Models for Long Time Series via Log-Signature Embeddings. CoRR abs/2406.10354 (2024) - [i13]Nicola Muca Cirone, Jad Hamdan, Cristopher Salvi:
Graph Expansions of Deep Neural Networks and their Universal Scaling Limits. CoRR abs/2407.08459 (2024) - 2023
- [i12]Adeline Fermanian, Terry J. Lyons, James Morrill, Cristopher Salvi:
New directions in the applications of rough path theory. CoRR abs/2302.04586 (2023) - [i11]Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi:
Neural signature kernels as infinite-width-depth-limits of controlled ResNets. CoRR abs/2303.17671 (2023) - [i10]Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi:
Non-adversarial training of Neural SDEs with signature kernel scores. CoRR abs/2305.16274 (2023) - [i9]Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang:
A Neural RDE approach for continuous-time non-Markovian stochastic control problems. CoRR abs/2306.14258 (2023) - 2021
- [i8]Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Cristopher Salvi, Terry J. Lyons:
SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. CoRR abs/2102.07904 (2021) - [i7]Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons:
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. CoRR abs/2105.04211 (2021) - [i6]Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons:
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. CoRR abs/2109.03582 (2021) - [i5]Cristopher Salvi, Maud Lemercier:
Neural Stochastic Partial Differential Equations. CoRR abs/2110.10249 (2021) - 2020
- [i4]Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons:
Distribution Regression for Continuous-Time Processes via the Expected Signature. CoRR abs/2006.05805 (2020) - [i3]Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang:
Computing the full signature kernel as the solution of a Goursat problem. CoRR abs/2006.14794 (2020) - [i2]James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry J. Lyons:
Neural CDEs for Long Time Series via the Log-ODE Method. CoRR abs/2009.08295 (2020) - 2019
- [i1]Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons:
Deep Signatures. CoRR abs/1905.08494 (2019)
Coauthor Index
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