Neural controlled differential equations for irregular time series

P Kidger, J Morrill, J Foster… - Advances in Neural …, 2020 - proceedings.neurips.cc
Neural ordinary differential equations are an attractive option for modelling temporal
dynamics. However, a fundamental issue is that the solution to an ordinary differential …

Algorithm 1004: The iisignature library: Efficient calculation of iterated-integral signatures and log signatures

JF Reizenstein, B Graham - ACM Transactions on Mathematical …, 2020 - dl.acm.org
Iterated-integral signatures and log signatures are sequences calculated from a path that
characterizes its shape. They originate from the work of KT Chen and have become …

Time-warping invariants of multidimensional time series

J Diehl, K Ebrahimi-Fard, N Tapia - Acta Applicandae Mathematicae, 2020 - Springer
In data science, one is often confronted with a time series representing measurements of
some quantity of interest. Usually, in a first step, features of the time series need to be …

Areas of areas generate the shuffle algebra

J Diehl, T Lyons, R Preiß, J Reizenstein - arXiv preprint arXiv:2002.02338, 2020 - arxiv.org
We consider the anti-symmetrization of the half-shuffle on words, which we call
the'area'operator, since it corresponds to taking the signed area of elements of the iterated …

Path imputation strategies for signature models of irregular time series

M Moor, M Horn, C Bock, K Borgwardt… - arXiv preprint arXiv …, 2020 - arxiv.org
The signature transform is a'universal nonlinearity'on the space of continuous vector-valued
paths, and has received attention for use in machine learning on time series. However, real …

The one-sided cycle shuffles in the symmetric group algebra

D Grinberg, N Lafrenière - arXiv preprint arXiv:2212.06274, 2022 - arxiv.org
We study a family of shuffling operators on the symmetric group $ S_n $, which includes the
top-to-random shuffle. The general shuffling scheme consists of removing one card at a time …

[PDF][PDF] Hopf algebras and non-associative algebras in the study of iterated-integral signatures and rough paths

RLD Preiß - 2022 - depositonce.tu-berlin.de
Over the course of three different collaborative projects, we gather evidence of how Hopf, Lie
and pre-Lie, Zinbiel and dendriform, as well as Tortkara algebras appear in and influence …

Neural-signature methods for structured EHR prediction

A Vauvelle, P Creed, S Denaxas - BMC Medical Informatics and Decision …, 2022 - Springer
Abstract Models that can effectively represent structured Electronic Healthcare Records
(EHR) are central to an increasing range of applications in healthcare. Due to the sequential …

Machine learning applications of controlled differential equations to streamed data

J Morrill - 2022 - ora.ox.ac.uk
The amalgamation of rough path theory and machine learning for sequential data has been
a topic of increasing interest over the last ten or so years. The unity of these two subject …

[PDF][PDF] The one-sided cycle shuffles in the symmetric group algebra

D Grinberg, N Lafrenière - Algebraic Combinatorics, 2024 - cip.ifi.lmu.de
We study an infinite family of shuffling operators on the symmetric group Sn, which includes
the well-studied top-to-random shuffle. The general shuffling scheme consists of removing …