Embedding and learning with signatures A Fermanian Computational Statistics & Data Analysis, 107148, 2020 | 64 | 2020 |
A generalised signature method for multivariate time series feature extraction J Morrill, A Fermanian, P Kidger, T Lyons arXiv preprint arXiv:2006.00873, 2020 | 55* | 2020 |
Framing RNN as a kernel method: A neural ODE approach A Fermanian, P Marion, JP Vert, G Biau Advances in Neural Information Processing Systems 34, 3121-3134, 2021 | 27 | 2021 |
New directions in the applications of rough path theory A Fermanian, T Lyons, J Morrill, C Salvi IEEE BITS the Information Theory Magazine, 2023 | 14 | 2023 |
Learning time-dependent data with the signature transform A Fermanian Sorbonne Université, 2021 | 14 | 2021 |
Functional linear regression with truncated signatures A Fermanian arXiv preprint arXiv:2006.08442, 2020 | 13* | 2020 |
Scaling ResNets in the Large-depth Regime P Marion, A Fermanian, G Biau, JP Vert arXiv preprint arXiv:2206.06929, 2022 | 11 | 2022 |
The insertion method to invert the signature of a path A Fermanian, J Chang, T Lyons, G Biau arXiv preprint arXiv:2304.01862, 2023 | 4 | 2023 |
Learning the dynamics of sparsely observed interacting systems L Bleistein, A Fermanian, AS Jannot, A Guilloux International Conference on Machine Learning, 2603-2640, 2023 | 2 | 2023 |
Learning with Signatures G Biau, A Fermanian Functional and High-Dimensional Statistics and Related Fields 5, 19-26, 2020 | 2 | 2020 |
FLASH: a Fast joint model for Longitudinal And Survival data in High dimension VT Nguyen, A Fermanian, A Guilloux, A Barbieri, S Zohar, AS Jannot, ... arXiv preprint arXiv:2309.03714, 2023 | 1 | 2023 |
Multivariate Online Linear Regression for Hierarchical Forecasting M Hihat, G Garrigos, A Fermanian, S Bussy arXiv preprint arXiv:2402.14578, 2024 | | 2024 |
Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation S Surendran, A Godichon-Baggioni, A Fermanian, SL Corff arXiv preprint arXiv:2402.02857, 2024 | | 2024 |
Dynamical Survival Analysis with Controlled Latent States L Bleistein, VT Nguyen, A Fermanian, A Guilloux arXiv preprint arXiv:2401.17077, 2024 | | 2024 |
Rough paths and SPDE I Bailleul, C Bellingeri, Y Bruned, A Fermanian, N Marie ESAIM: Proceedings and Surveys 74, 169-184, 2023 | | 2023 |
CO10. 4-Méthodes de signatures pour l'inférence de données d'épidémiologie en temps réel L Bleistein, A Fermanian, A Jannot, A Guilloux Revue d'Épidémiologie et de Santé Publique 71, 101630, 2023 | | 2023 |