Cristopher Salvi

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 30

Top Topics

Diffusion Model

Gaussian Processes

Spiking Neural Networks

Stochastic Processes

Top Venues

Publications

Christian Holberg, Cristopher Salvi
Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals. CoRR (2024)
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 (2024)
Barbora Barancikova, Zhuoyue Huang, Cristopher Salvi
SigDiffusions: Score-Based Diffusion Models for Long Time Series via Log-Signature Embeddings. CoRR (2024)
Thomas Cass, Cristopher Salvi
Lecture notes on rough paths and applications to machine learning. CoRR (2024)
Nicola Muca Cirone, Jad Hamdan, Cristopher Salvi
Graph Expansions of Deep Neural Networks and their Universal Scaling Limits. CoRR (2024)
Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry J. Lyons
Theoretical Foundations of Deep Selective State-Space Models. CoRR (2024)
Alexandre Pannier, Cristopher Salvi
A path-dependent PDE solver based on signature kernels. CoRR (2024)
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 (2023)
Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
Non-adversarial training of Neural SDEs with signature kernel scores. CoRR (2023)
Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
Non-adversarial training of Neural SDEs with signature kernel scores. NeurIPS (2023)
Adeline Fermanian, Terry J. Lyons, James Morrill, Cristopher Salvi
New directions in the applications of rough path theory. CoRR (2023)
Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi
Neural signature kernels as infinite-width-depth-limits of controlled ResNets. CoRR (2023)
Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi
Neural signature kernels as infinite-width-depth-limits of controlled ResNets. ICML (2023)
Cristopher Salvi, Maud Lemercier, Andris Gerasimovics
Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics. NeurIPS (2022)
Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Hovarth, Theodoros Damoulas, Terry J. Lyons
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. CoRR (2021)
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 (2021)
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)
Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. ICML (2021)
Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. CoRR (2021)
Cristopher Salvi, Maud Lemercier
Neural Stochastic Partial Differential Equations. CoRR (2021)
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) (2021)
James Morrill, Cristopher Salvi, Patrick Kidger, James Foster
Neural Rough Differential Equations for Long Time Series. ICML (2021)
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)
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons
Distribution Regression for Sequential Data. AISTATS (2021)
Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang
Computing the full signature kernel as the solution of a Goursat problem. CoRR (2020)
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons
Distribution Regression for Continuous-Time Processes via the Expected Signature. CoRR (2020)
James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry J. Lyons
Neural CDEs for Long Time Series via the Log-ODE Method. CoRR (2020)
Imanol Perez Arribas, Cristopher Salvi, Lukasz Szpruch
Sig-SDEs model for quantitative finance. ICAIF (2020)
Patrick Kidger, Patric Bonnier, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signature Transforms. NeurIPS (2019)
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signatures. CoRR (2019)