Patrick Kidger

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 25

Top Topics

Differential Equations

Top Venues

Publications

Andraz Jelincic, James Foster, Patrick Kidger
Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers. CoRR (2024)
Jason Rader, Terry J. Lyons, Patrick Kidger
Optimistix: modular optimisation in JAX and Equinox. CoRR (2024)
Jason Rader, Terry J. Lyons, Patrick Kidger
Lineax: unified linear solves and linear least-squares in JAX and Equinox. CoRR (2023)
James Morrill, Patrick Kidger, Lingyi Yang, Terry J. Lyons
On the Choice of Interpolation Scheme for Neural CDEs. Trans. Mach. Learn. Res. 2022 (2022)
Patrick Kidger
On Neural Differential Equations. CoRR (2022)
Patrick Kidger, Ricky T. Q. Chen, Terry J. Lyons
"Hey, that's not an ODE": Faster ODE Adjoints via Seminorms. ICML (2021)
Patrick Kidger, James Foster, Xuechen Li, Harald Oberhauser, Terry J. Lyons
Neural SDEs as Infinite-Dimensional GANs. CoRR (2021)
Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons
Efficient and Accurate Gradients for Neural SDEs. CoRR (2021)
Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons
Efficient and Accurate Gradients for Neural SDEs. NeurIPS (2021)
Patrick Kidger, Terry J. Lyons
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU. ICLR (2021)
Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons
Neural SDEs as Infinite-Dimensional GANs. ICML (2021)
James Morrill, Cristopher Salvi, Patrick Kidger, James Foster
Neural Rough Differential Equations for Long Time Series. ICML (2021)
James Morrill, Patrick Kidger, Lingyi Yang, Terry J. Lyons
Neural Controlled Differential Equations for Online Prediction Tasks. CoRR (2021)
Patrick Kidger, Cristian Garcia
Equinox: neural networks in JAX via callable PyTrees and filtered transformations. CoRR (2021)
Patrick Kidger, Terry J. Lyons
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU. CoRR (2020)
James Morrill, Adeline Fermanian, Patrick Kidger, Terry J. Lyons
A Generalised Signature Method for Time Series. CoRR (2020)
Patrick Kidger, James Morrill, Terry J. Lyons
Generalised Interpretable Shapelets for Irregular Time Series. CoRR (2020)
Patrick Kidger, Terry J. Lyons
Universal Approximation with Deep Narrow Networks. COLT (2020)
Patrick Kidger, James Morrill, James Foster, Terry J. Lyons
Neural Controlled Differential Equations for Irregular Time Series. NeurIPS (2020)
Patrick Kidger, Ricky T. Q. Chen, Terry J. Lyons
"Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code. 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)
Patrick Kidger, James Morrill, James Foster, Terry J. Lyons
Neural Controlled Differential Equations for Irregular Time Series. CoRR (2020)
Patrick Kidger, Patric Bonnier, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signature Transforms. NeurIPS (2019)
Patrick Kidger, Terry J. Lyons
Universal Approximation with Deep Narrow Networks. CoRR (2019)
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signatures. CoRR (2019)