Thomas Cass

According to our database, Thomas Cass authored at least 15 papers between 2020 and 2026.

Collaborative distances:

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

2026

Signature Kernel and Schwinger-Dyson Kernel Equations as Two-Parameter Rough Differential Equations.

Thomas Cass, Dan Crisan, Andrea Iannucci, William F. Turner

CoRR, May, 2026

Gradient Regularized Newton Boosting Trees with Global Convergence.

Nikita Zozoulenko, Daniel Falkowski, Thomas Cass, Lukas Gonon

CoRR, May, 2026

2025

Random Controlled Differential Equations.

Francesco Piatti, Thomas Cass, William F. Turner

CoRR, December, 2025

Generative Modeling of Lévy Area for High Order SDE Simulation.

Andraz Jelincic, Jiajie Tao, William F. Turner, Thomas Cass, James M. Foster, Hao Ni

SIAM J. Math. Data Sci., 2025

Numerical Schemes for Signature Kernels.

Thomas Cass, Francesco Piatti, Jeffrey Pei

SIAM J. Numer. Anal., 2025

Infinite-dimensional Mahalanobis Distance with Applications to Kernelized Novelty Detection.

Nikita Zozoulenko, Thomas Cass, Lukas Gonon

J. Mach. Learn. Res., 2025

Random Feature Representation Boosting.

Nikita Zozoulenko, Thomas Cass, Lukas Gonon

Proceedings of the Forty-second International Conference on Machine Learning, 2025

2024

Variance Norms for Kernelized Anomaly Detection.

Thomas Cass, Lukas Gonon, Nikita Zozoulenko

CoRR, 2024

Lecture notes on rough paths and applications to machine learning.

Thomas Cass, Cristopher Salvi

CoRR, 2024

Novelty Detection on Radio Astronomy Data using Signatures.

Paola Arrubarrena, Maud Lemercier, Bojan Nikolic, Terry J. Lyons, Thomas Cass

CoRR, 2024

2023

Generative Modelling of Lévy Area for High Order SDE Simulation.

Andraz Jelincic, Jiajie Tao, William F. Turner, Thomas Cass, James M. Foster, Hao Ni

CoRR, 2023

2021

The Signature Kernel Is the Solution of a Goursat PDE.

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

SIAM J. Math. Data Sci., 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

2020

Mean Field Games With Parametrized Followers.

Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam

IEEE Trans. Autom. Control., 2020

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

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

CoRR, 2020