Thomas Cass

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 9

Top Topics

Gaussian Processes

Top Venues

SIAM J. Math. Data Sci.

IEEE Trans. Autom. Control.

Publications

Paola Arrubarrena, Maud Lemercier, Bojan Nikolic, Terry J. Lyons, Thomas Cass
Novelty Detection on Radio Astronomy Data using Signatures. CoRR (2024)
Thomas Cass, Lukas Gonon, Nikita Zozoulenko
Variance Norms for Kernelized Anomaly Detection. CoRR (2024)
Thomas Cass, Cristopher Salvi
Lecture notes on rough paths and applications to machine learning. CoRR (2024)
Andraz Jelincic, Jiajie Tao, William F. Turner, Thomas Cass, James Foster, Hao Ni
Generative Modelling of Lévy Area for High Order SDE Simulation. CoRR (2023)
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, 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)
Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam
Mean Field Games With Parametrized Followers. IEEE Trans. Autom. Control. 65 (1) (2020)
Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang
Computing the full signature kernel as the solution of a Goursat problem. CoRR (2020)