Cristopher Salvi

According to our database, Cristopher Salvi authored at least 21 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

A path-dependent PDE solver based on signature kernels.

Alexandre Pannier, Cristopher Salvi

CoRR, 2024

Theoretical Foundations of Deep Selective State-Space Models.

Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry J. Lyons

CoRR, 2024

Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes.

Georg Manten, Cecilia Casolo, Emilio Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus

CoRR, 2024

2023

A Neural RDE approach for continuous-time non-Markovian stochastic control problems.

Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang

CoRR, 2023

New directions in the applications of rough path theory.

Adeline Fermanian, Terry J. Lyons, James Morrill, Cristopher Salvi

CoRR, 2023

Non-adversarial training of Neural SDEs with signature kernel scores.

Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Neural signature kernels as infinite-width-depth-limits of controlled ResNets.

Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi

Proceedings of the International Conference on Machine Learning, 2023

2022

Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics.

Cristopher Salvi, Maud Lemercier, Andris Gerasimovics

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021

The Signature Kernel Is the Solution of a Goursat PDE.

Cristopher Salvi, Thomas Cass, James Foster, Terry J. Lyons, Weixin Yang

SIAM J. Math. Data Sci., 2021

Neural Stochastic Partial Differential Equations.

Cristopher Salvi, Maud Lemercier

CoRR, 2021

Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes.

Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Neural Rough Differential Equations for Long Time Series.

James Morrill, Cristopher Salvi, Patrick Kidger, James Foster

Proceedings of the 38th International Conference on Machine Learning, 2021

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data.

Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons

Proceedings of the 38th International Conference on Machine Learning, 2021

SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel.

Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Terry J. Lyons, Cristopher Salvi

Proceedings of the IEEE International Conference on Cyber Security and Resilience, 2021

Distribution Regression for Sequential Data.

Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons

Proceedings of the 24th International Conference on Artificial Intelligence and Statistics, 2021

2020

Neural CDEs for Long Time Series via the Log-ODE Method.

James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry J. Lyons

CoRR, 2020

Computing the full signature kernel as the solution of a Goursat problem.

Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang

CoRR, 2020

Distribution Regression for Continuous-Time Processes via the Expected Signature.

Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons

CoRR, 2020

Sig-SDEs model for quantitative finance.

Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

Deep Signatures.

Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons

CoRR, 2019

Deep Signature Transforms.

Patrick Kidger, Patric Bonnier, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019