Neural controlled differential equations for irregular time series
Neural ordinary differential equations are an attractive option for modelling temporal
dynamics. However, a fundamental issue is that the solution to an ordinary differential …
dynamics. However, a fundamental issue is that the solution to an ordinary differential …
Algorithm 1004: The iisignature library: Efficient calculation of iterated-integral signatures and log signatures
JF Reizenstein, B Graham - ACM Transactions on Mathematical …, 2020 - dl.acm.org
Iterated-integral signatures and log signatures are sequences calculated from a path that
characterizes its shape. They originate from the work of KT Chen and have become …
characterizes its shape. They originate from the work of KT Chen and have become …
Time-warping invariants of multidimensional time series
In data science, one is often confronted with a time series representing measurements of
some quantity of interest. Usually, in a first step, features of the time series need to be …
some quantity of interest. Usually, in a first step, features of the time series need to be …
Areas of areas generate the shuffle algebra
We consider the anti-symmetrization of the half-shuffle on words, which we call
the'area'operator, since it corresponds to taking the signed area of elements of the iterated …
the'area'operator, since it corresponds to taking the signed area of elements of the iterated …
Path imputation strategies for signature models of irregular time series
The signature transform is a'universal nonlinearity'on the space of continuous vector-valued
paths, and has received attention for use in machine learning on time series. However, real …
paths, and has received attention for use in machine learning on time series. However, real …
The one-sided cycle shuffles in the symmetric group algebra
D Grinberg, N Lafrenière - arXiv preprint arXiv:2212.06274, 2022 - arxiv.org
We study a family of shuffling operators on the symmetric group $ S_n $, which includes the
top-to-random shuffle. The general shuffling scheme consists of removing one card at a time …
top-to-random shuffle. The general shuffling scheme consists of removing one card at a time …
[PDF][PDF] Hopf algebras and non-associative algebras in the study of iterated-integral signatures and rough paths
RLD Preiß - 2022 - depositonce.tu-berlin.de
Over the course of three different collaborative projects, we gather evidence of how Hopf, Lie
and pre-Lie, Zinbiel and dendriform, as well as Tortkara algebras appear in and influence …
and pre-Lie, Zinbiel and dendriform, as well as Tortkara algebras appear in and influence …
Neural-signature methods for structured EHR prediction
Abstract Models that can effectively represent structured Electronic Healthcare Records
(EHR) are central to an increasing range of applications in healthcare. Due to the sequential …
(EHR) are central to an increasing range of applications in healthcare. Due to the sequential …
Machine learning applications of controlled differential equations to streamed data
J Morrill - 2022 - ora.ox.ac.uk
The amalgamation of rough path theory and machine learning for sequential data has been
a topic of increasing interest over the last ten or so years. The unity of these two subject …
a topic of increasing interest over the last ten or so years. The unity of these two subject …
[PDF][PDF] The one-sided cycle shuffles in the symmetric group algebra
D Grinberg, N Lafrenière - Algebraic Combinatorics, 2024 - cip.ifi.lmu.de
We study an infinite family of shuffling operators on the symmetric group Sn, which includes
the well-studied top-to-random shuffle. The general shuffling scheme consists of removing …
the well-studied top-to-random shuffle. The general shuffling scheme consists of removing …