A primer on the signature method in machine learning I Chevyrev, A Kormilitzin arXiv preprint arXiv:1603.03788, 2016 | 225 | 2016 |
Renormalising SPDEs in regularity structures Y Bruned, A Chandra, I Chevyrev, M Hairer Journal of the European Mathematical Society 23 (3), 869-947, 2020 | 128 | 2020 |
Signature moments to characterize laws of stochastic processes I Chevyrev, H Oberhauser Journal of Machine Learning Research 23 (176), 1-42, 2022 | 110* | 2022 |
Characteristic functions of measures on geometric rough paths I Chevyrev, T Lyons The Annals of Probability 44 (6), 4049-4082, 2016 | 105 | 2016 |
Persistence paths and signature features in topological data analysis I Chevyrev, V Nanda, H Oberhauser IEEE transactions on pattern analysis and machine intelligence 42 (1), 192-202, 2018 | 70 | 2018 |
Langevin dynamic for the 2D Yang–Mills measure A Chandra, I Chevyrev, M Hairer, H Shen Publications mathématiques de l'IHÉS 136 (1), 1-147, 2022 | 64 | 2022 |
Canonical RDEs and general semimartingales as rough paths I Chevyrev, PK Friz The Annals of Probability 47 (1), 420-463, 2019 | 56 | 2019 |
A rough path perspective on renormalization Y Bruned, I Chevyrev, PK Friz, R Preiss Journal of Functional Analysis 277 (11), 108283, 2019 | 52 | 2019 |
Multiscale systems, homogenization, and rough paths I Chevyrev, PK Friz, A Korepanov, I Melbourne, H Zhang Probability and Analysis in Interacting Physical Systems: In Honor of SRS …, 2019 | 46 | 2019 |
Stochastic quantisation of Yang-Mills-Higgs in 3D A Chandra, I Chevyrev, M Hairer, H Shen arXiv preprint arXiv:2201.03487, 2022 | 38 | 2022 |
Random walks and Lévy processes as rough paths I Chevyrev Probability Theory and Related Fields 170, 891-932, 2018 | 35 | 2018 |
Deterministic homogenization under optimal moment assumptions for fast–slow systems. Part 2 I Chevyrev, P Friz, A Korepanov, I Melbourne, H Zhang Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 58 (3 …, 2022 | 28* | 2022 |
Superdiffusive limits for deterministic fast–slow dynamical systems I Chevyrev, PK Friz, A Korepanov, I Melbourne Probability theory and related fields 178 (3), 735-770, 2020 | 25 | 2020 |
Yang–Mills measure on the two-dimensional torus as a random distribution I Chevyrev Communications in Mathematical Physics 372 (3), 1027-1058, 2019 | 22 | 2019 |
Constructing supersingular elliptic curves with a given endomorphism ring I Chevyrev, SD Galbraith LMS Journal of Computation and Mathematics 17 (A), 71-91, 2014 | 21 | 2014 |
An isomorphism between branched and geometric rough paths H Boedihardjo, I Chevyrev Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 55 (2 …, 2019 | 19 | 2019 |
Stochastic quantization of Yang–Mills I Chevyrev Journal of Mathematical Physics 63 (9), 2022 | 14 | 2022 |
Invariant measure and universality of the 2D Yang-Mills Langevin dynamic I Chevyrev, H Shen arXiv preprint arXiv:2302.12160, 2023 | 13 | 2023 |
Examples of renormalized SDEs Y Bruned, I Chevyrev, PK Friz International Conference on Stochastic Partial Differential Equations and …, 2016 | 10 | 2016 |
Feature engineering with regularity structures I Chevyrev, A Gerasimovičs, H Weber Journal of Scientific Computing 98 (1), 13, 2024 | 7 | 2024 |