Computing the full signature kernel as the solution of a Goursat problem. - Thomas Cass; Terry J. Lyons; Cristopher Salvi; Weixin Yang (CoRR, 2020)

Mean Field Games With Parametrized Followers. - Alain Bensoussan 001; Thomas Cass; Michael Chau; Sheung Chi Phillip Yam (IEEE Trans. Autom. Control., 2020)

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

Generative Modelling of Lévy Area for High Order SDE Simulation. - Andraz Jelincic; Jiajie Tao; William F. Turner; Thomas Cass; James Foster; Hao Ni (CoRR, 2023)

Novelty Detection on Radio Astronomy Data using Signatures. - Paola Arrubarrena; Maud Lemercier; Bojan Nikolic; Terry J. Lyons; Thomas Cass (CoRR, 2024)

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

Variance Norms for Kernelized Anomaly Detection. - Thomas Cass; Lukas Gonon; Nikita Zozoulenko (CoRR, 2024)

Random Feature Representation Boosting. - Nikita Zozoulenko; Thomas Cass; Lukas Gonon (CoRR, 2025)

Numerical Schemes for Signature Kernels. - Thomas Cass; Francesco Piatti; Jeffrey Pei (CoRR, 2025)