Deep Signature Transforms. - Patrick Kidger; Patric Bonnier; Imanol Pérez Arribas; Cristopher Salvi; Terry J. Lyons (NeurIPS, 2019)

Deep Signatures. - Patric Bonnier; Patrick Kidger; Imanol Pérez Arribas; Cristopher Salvi; Terry J. Lyons (CoRR, 2019)

Sig-SDEs model for quantitative finance. - Imanol Pérez Arribas; Cristopher Salvi; Lukasz Szpruch (ICAIF, 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)

Computing the full signature kernel as the solution of a Goursat problem. - Thomas Cass; Terry J. Lyons; Cristopher Salvi; Weixin Yang (CoRR, 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)

Distribution Regression for Sequential Data. - Maud Lemercier; Cristopher Salvi; Theodoros Damoulas; Edwin V. Bonilla; Terry J. Lyons (AISTATS, 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 (CSR, 2021)

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. - Maud Lemercier; Cristopher Salvi; Thomas Cass; Edwin V. Bonilla; Theodoros Damoulas; Terry J. Lyons (ICML, 2021)

Neural Rough Differential Equations for Long Time Series. - James Morrill; Cristopher Salvi; Patrick Kidger; James Foster (ICML, 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 (NeurIPS, 2021)

Neural Stochastic Partial Differential Equations. - Cristopher Salvi; Maud Lemercier (CoRR, 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 PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics. - Cristopher Salvi; Maud Lemercier; Andris Gerasimovics (NeurIPS, 2022)

Neural signature kernels as infinite-width-depth-limits of controlled ResNets. - Nicola Muca Cirone; Maud Lemercier; Cristopher Salvi (ICML, 2023)

Non-adversarial training of Neural SDEs with signature kernel scores. - Zacharia Issa; Blanka Horvath; Maud Lemercier; Cristopher Salvi (NeurIPS, 2023)

New directions in the applications of rough path theory. - Adeline Fermanian; Terry J. Lyons; James Morrill; Cristopher Salvi (CoRR, 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 001 (CoRR, 2023)

Theoretical Foundations of Deep Selective State-Space Models. - Nicola Muca Cirone; Antonio Orvieto; Benjamin Walker 001; Cristopher Salvi; Terry J. Lyons (NeurIPS, 2024)

Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals. - Christian Holberg; Cristopher Salvi (NeurIPS, 2024)

A path-dependent PDE solver based on signature kernels. - Alexandre Pannier; Cristopher Salvi (CoRR, 2024)

Lecture notes on rough paths and applications to machine learning. - Thomas Cass; Cristopher Salvi (CoRR, 2024)

SigDiffusions: Score-Based Diffusion Models for Long Time Series via Log-Signature Embeddings. - Barbora Barancikova; Zhuoyue Huang; Cristopher Salvi (CoRR, 2024)

Graph Expansions of Deep Neural Networks and their Universal Scaling Limits. - Nicola Muca Cirone; Jad Hamdan; Cristopher Salvi (CoRR, 2024)

Sparse Signature Coefficient Recovery via Kernels. - Daniil Shmelev; Cristopher Salvi (CoRR, 2024)

SigDiffusions: Score-Based Diffusion Models for Time Series via Log-Signature Embeddings. - Barbora Barancikova; Zhuoyue Huang; Cristopher Salvi (ICLR, 2025)

Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes. - Georg Manten; Cecilia Casolo; Emilio Ferrucci; Søren Wengel Mogensen; Cristopher Salvi; Niki Kilbertus (ICLR, 2025)

Rough kernel hedging. - Nicola Muca Cirone; Cristopher Salvi (CoRR, 2025)

ParallelFlow: Parallelizing Linear Transformers via Flow Discretization. - Nicola Muca Cirone; Cristopher Salvi (CoRR, 2025)

Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models. - Benjamin Walker 001; Lingyi Yang; Nicola Muca Cirone; Cristopher Salvi; Terry J. Lyons (CoRR, 2025)

Explicit and Effectively Symmetric Runge-Kutta Methods. - Daniil Shmelev; Kurusch Ebrahimi-Fard; Nikolas Tapia; Cristopher Salvi (CoRR, 2025)