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09/07/2023
FLASH: a Fast joint model for Longitudinal And Survival data in High dimension
This paper introduces a prognostic method called FLASH that addresses th...
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04/04/2023
The insertion method to invert the signature of a path
The signature is a representation of a path as an infinite sequence of i...
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02/09/2023
New directions in the applications of rough path theory
This article provides a concise overview of some of the recent advances ...
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01/27/2023
Learning the Dynamics of Sparsely Observed Interacting Systems
We address the problem of learning the dynamics of an unknown non-parame...
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06/14/2022
Scaling ResNets in the Large-depth Regime
Deep ResNets are recognized for achieving state-of-the-art results in co...
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06/02/2021
Framing RNN as a kernel method: A neural ODE approach
Building on the interpretation of a recurrent neural network (RNN) as a ...
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06/15/2020
Linear functional regression with truncated signatures
We place ourselves in a functional regression setting and propose a nove...
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06/01/2020
A Generalised Signature Method for Time Series
The `signature method' refers to a collection of feature extraction tech...
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11/29/2019