| Neural Controlled Differential Equations for Irregular Time Series P Kidger, J Morrill, J Foster, T Lyons Advances in Neural Information Processing Systems 33, 6696-6707, 2020 | 462 | 2020 |
| Neural SDEs as Infinite-Dimensional GANs P Kidger, J Foster, X Li, H Oberhauser, T Lyons International Conference on Machine Learning, 5453-5463, 2021 | 138 | 2021 |
| Neural Rough Differential Equations for Long Time Series J Morrill, C Salvi, P Kidger, J Foster, T Lyons International Conference on Machine Learning, 7829-7838, 2021 | 133* | 2021 |
| The Signature Kernel is the solution of a Goursat PDE C Salvi, T Cass, J Foster, T Lyons, W Yang SIAM Journal on Mathematics of Data Science 3 (3), 873-899, 2021 | 71* | 2021 |
| Efficient and Accurate Gradients for Neural SDEs P Kidger, J Foster, XC Li, T Lyons Advances in Neural Information Processing Systems 34, 18747-18761, 2021 | 45 | 2021 |
| An Optimal Polynomial Approximation of Brownian Motion J Foster, T Lyons, H Oberhauser SIAM Journal on Numerical Analysis 58 (3), 1393-1421, 2020 | 34 | 2020 |
| Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function J Foster, K Habermann Combinatorics, Probability and Computing 32 (3), 370-397, 2023 | 18 | 2023 |
| The shifted ODE method for underdamped Langevin MCMC J Foster, T Lyons, H Oberhauser arXiv preprint arXiv:2101.03446, 2021 | 17 | 2021 |
| High order splitting methods for SDEs satisfying a commutativity condition J Foster, G Reis, C Strange SIAM Journal on Numerical Analysis 62 (1), 500-532, 2024 | 13 | 2024 |
| Numerical approximations for stochastic differential equations J Foster University of Oxford, 2020 | 11 | 2020 |
| An Asymptotic Radius of Convergence for the Loewner Equation and Simulation of SLE Traces via Splitting J Foster, T Lyons, V Margarint Journal of Statistical Physics 189 (18), 2022 | 6 | 2022 |
| On the convergence of adaptive approximations for stochastic differential equations J Foster, A Jelinčič arXiv preprint arXiv:2311.14201, 2024 | 2 | 2024 |
| Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods SN Cohen, J Foster, P Foster, H Lou, T Lyons, S Morley, J Morrill, H Ni, ... Scientific Reports 14 (1), 1920, 2024 | 2 | 2024 |
| Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers A Jelinčič, J Foster, P Kidger arXiv preprint arXiv:2405.06464, 2024 | | 2024 |
| Generative Modelling of Lévy Area for High Order SDE Simulation A Jelinčič, J Tao, WF Turner, T Cass, J Foster, H Ni arXiv preprint arXiv:2308.02452, 2023 | | 2023 |
Patrick Kidger"ML Wizard" @ Cradle.bio在 kidger.site 的电子邮件经过验证
