Terry J. Lyons

Publication Activity (10 Years)

Years Active: 1994-2024
Publications (10 Years): 63

Top Topics

Gaussian Processes

Action Recognition

Stochastic Process

Top Venues

Publications

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)
Satoshi Hayakawa, Harald Oberhauser, Terry J. Lyons
Sampling-based Nyström Approximation and Kernel Quadrature. CoRR (2023)
Adeline Fermanian, Terry J. Lyons, James Morrill, Cristopher Salvi
New directions in the applications of rough path theory. CoRR (2023)
Satoshi Hayakawa, Harald Oberhauser, Terry J. Lyons
Sampling-based Nyström Approximation and Kernel Quadrature. ICML (2023)
Talia Tseriotou, Ryan Sze-Yin Chan, Adam Tsakalidis, Iman Munire Bilal, Elena Kochkina, Terry J. Lyons, Maria Liakata
Sig-Networks Toolkit: Signature Networks for Longitudinal Language Modelling. 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)
Satoshi Hayakawa, Harald Oberhauser, Terry J. Lyons
Positively Weighted Kernel Quadrature via Subsampling. NeurIPS (2022)
Satoshi Hayakawa, Harald Oberhauser, Terry J. Lyons
Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures. CoRR (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)
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)
Shujian Liao, Terry J. Lyons, Weixin Yang, Kevin Schlegel, Hao Ni
Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition. CoRR (2021)
James Foster, Terry J. Lyons, Harald Oberhauser
The shifted ODE method for underdamped Langevin MCMC. 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)
Hao Ni, Shujian Liao, Weixin Yang, Kevin Schlegel, Terry J. Lyons
Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition. BMVC (2021)
Satoshi Hayakawa, Harald Oberhauser, Terry J. Lyons
Positively Weighted Kernel Quadrature via Subsampling. CoRR (2021)
Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons
Efficient and Accurate Gradients for Neural SDEs. 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)
Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons
Efficient and Accurate Gradients for Neural SDEs. NeurIPS (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)
Bo Wang, Yue Wu, Nemanja Vaci, Maria Liakata, Terry J. Lyons, Kate E. A. Saunders
Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder. ICASSP (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)
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, Patrick Kidger, Lingyi Yang, Terry J. Lyons
Neural Controlled Differential Equations for Online Prediction Tasks. CoRR (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)
Bo Wang, Yue Wu, Nemanja Vaci, Maria Liakata, Terry J. Lyons, Kate E. A. Saunders
Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder. CoRR (2021)
Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons
Distribution Regression for Sequential Data. AISTATS (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)
James Foster, Terry J. Lyons, Harald Oberhauser
An Optimal Polynomial Approximation of Brownian Motion. SIAM J. Numer. Anal. 58 (3) (2020)
John Pougue Biyong, Bo Wang, Terry J. Lyons, Alejo J. Nevado-Holgado
Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder. CoRR (2020)
John Pougue Biyong, Bo Wang, Terry J. Lyons, Alejo J. Nevado-Holgado
Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder. ClinicalNLP@EMNLP (2020)
Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Perez Arribas, Ben Wood
A Data-driven Market Simulator for Small Data Environments. CoRR (2020)
Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang
Computing the full signature kernel as the solution of a Goursat problem. CoRR (2020)
Patrick Kidger, James Morrill, Terry J. Lyons
Generalised Interpretable Shapelets for Irregular Time Series. CoRR (2020)
Bo Wang, Yue Wu, Niall Taylor, Terry J. Lyons, Maria Liakata, Alejo J. Nevado-Holgado, Kate E. A. Saunders
Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews. CoRR (2020)
Patrick Kidger, Terry J. Lyons
Universal Approximation with Deep Narrow Networks. COLT (2020)
Jasdeep Kalsi, Terry J. Lyons, Imanol Perez Arribas
Optimal Execution with Rough Path Signatures. SIAM J. Financial Math. 11 (2) (2020)
Bo Wang, Yue Wu, Niall Taylor, Terry J. Lyons, Maria Liakata, Alejo J. Nevado-Holgado, Kate E. A. Saunders
Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews. INTERSPEECH (2020)
Thomas Cochrane, Peter Foster, Terry J. Lyons, Imanol Perez Arribas
Anomaly detection on streamed data. 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)
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)
James Morrill, Andrey Kormilitzin, Alejo J. Nevado-Holgado, Sumanth Swaminathan, Sam Howison, Terry J. Lyons
The Signature-Based Model for Early Detection of Sepsis From Electronic Health Records in the Intensive Care Unit. CinC (2019)
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signatures. CoRR (2019)
Shujian Liao, Terry J. Lyons, Weixin Yang, Hao Ni
Learning stochastic differential equations using RNN with log signature features. CoRR (2019)
Bo Wang, Maria Liakata, Hao Ni, Terry J. Lyons, Alejo J. Nevado-Holgado, Kate Saunders
A Path Signature Approach for Speech Emotion Recognition. INTERSPEECH (2019)
Jiawei Chang, Terry J. Lyons
Insertion algorithm for inverting the signature of a path. CoRR (2019)
Daniel Wilson-Nunn, Terry J. Lyons, Anastasia Papavasiliou, Hao Ni
A Path Signature Approach to Online Arabic Handwriting Recognition. ASAR (2018)
Terry J. Lyons, Imanol Perez Arribas
Labelling as an unsupervised learning problem. CoRR (2018)
Zecheng Xie, Zenghui Sun, Lianwen Jin, Hao Ni, Terry J. Lyons
Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition. IEEE Trans. Pattern Anal. Mach. Intell. 40 (8) (2018)
Terry J. Lyons, Harald Oberhauser
Sketching the order of events. CoRR (2017)
Weixin Yang, Terry J. Lyons, Hao Ni, Cordelia Schmid, Lianwen Jin, Jiawei Chang
Leveraging the Path Signature for Skeleton-based Human Action Recognition. CoRR (2017)
Weixin Yang, Lianwen Jin, Hao Ni, Terry J. Lyons
Rotation-free online handwritten character recognition using dyadic path signature features, hanging normalization, and deep neural network. ICPR (2016)
Zecheng Xie, Zenghui Sun, Lianwen Jin, Hao Ni, Terry J. Lyons
Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition. CoRR (2016)
Wonjung Lee, Terry J. Lyons
The adaptive patched cubature filter and its implementation. CoRR (2015)
Navonil Mustafee, Terry J. Lyons, Paul Rees, Lee Davies, Mark Ramsey, Michael D. Williams
Planning of bed capacities in specialized and integrated care units: incorporating bed blockers in a simulation of surgical throughput. WSC (2012)
Dan Crisan, Terry J. Lyons
Minimal Entropy Approximations and Optimal Algorithms. Monte Carlo Methods Appl. 8 (4) (2002)
Dan Crisan, Jessica G. Gaines, Terry J. Lyons
Convergence of a Branching Particle Method to the Solution of the Zakai Equation. SIAM J. Appl. Math. 58 (5) (1998)
Jessica G. Gaines, Terry J. Lyons
Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations. SIAM J. Appl. Math. 57 (5) (1997)
Jessica G. Gaines, Terry J. Lyons
Random Generation of Stochastic Area Integrals. SIAM J. Appl. Math. 54 (4) (1994)