Cristopher Salvi

42 papers A* 11A 1Misc 1Journal 28Unranked 1

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Explicit and Effectively Symmetric Runge-Kutta Methods. CoRR Daniil Shmelev, Kurusch Ebrahimi-Fard, Nikolas Tapia, Cristopher Salvi
2025	J	`jnl`	Explicit and Effectively Symmetric Schemes for Neural SDEs. CoRR Daniil Shmelev, Cristopher Salvi
2025	J	`jnl`	Novelty detection on path space. CoRR Ioannis Gasteratos, Antoine Jacquier, Maud Lemercier, Terry J. Lyons, Cristopher Salvi
2025	J	`jnl`	ParallelFlow: Parallelizing Linear Transformers via Flow Discretization. CoRR Nicola Muca Cirone, Cristopher Salvi
2025	J	`jnl`	Rough kernel hedging. CoRR Nicola Muca Cirone, Cristopher Salvi
2025	A*	`conf`	SigDiffusions: Score-Based Diffusion Models for Time Series via Log-Signature Embeddings. ICLR Barbora Barancikova, Zhuoyue Huang, Cristopher Salvi
2025	A*	`conf`	Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes. ICLR Georg Manten, Cecilia Casolo, Emilio Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus
2025	J	`jnl`	Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models. CoRR Benjamin Walker, Lingyi Yang, Nicola Muca Cirone, Cristopher Salvi, Terry J. Lyons
2025	J	`jnl`	pySigLib - Fast Signature-Based Computations on CPU and GPU. CoRR Daniil Shmelev, Cristopher Salvi
2024	J	`jnl`	A path-dependent PDE solver based on signature kernels. CoRR Alexandre Pannier, Cristopher Salvi
2024	A*	`conf`	Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals. NeurIPS Christian Holberg, Cristopher Salvi
2024	J	`jnl`	Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals. CoRR Christian Holberg, Cristopher Salvi
2024	J	`jnl`	Graph Expansions of Deep Neural Networks and their Universal Scaling Limits. CoRR Nicola Muca Cirone, Jad Hamdan, Cristopher Salvi
2024	J	`jnl`	Lecture notes on rough paths and applications to machine learning. CoRR Thomas Cass, Cristopher Salvi
2024	J	`jnl`	SigDiffusions: Score-Based Diffusion Models for Long Time Series via Log-Signature Embeddings. CoRR Barbora Barancikova, Zhuoyue Huang, Cristopher Salvi
2024	J	`jnl`	Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes. CoRR Georg Manten, Cecilia Casolo, Emilio Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus
2024	J	`jnl`	Sparse Signature Coefficient Recovery via Kernels. CoRR Daniil Shmelev, Cristopher Salvi
2024	A*	`conf`	Theoretical Foundations of Deep Selective State-Space Models. NeurIPS Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry J. Lyons
2024	J	`jnl`	Theoretical Foundations of Deep Selective State-Space Models. CoRR Nicola Muca Cirone, Antonio Orvieto, Benjamin Walker, Cristopher Salvi, Terry J. Lyons
2023	J	`jnl`	A Neural RDE approach for continuous-time non-Markovian stochastic control problems. CoRR Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang
2023	A*	`conf`	Neural signature kernels as infinite-width-depth-limits of controlled ResNets. ICML Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi
2023	J	`jnl`	Neural signature kernels as infinite-width-depth-limits of controlled ResNets. CoRR Nicola Muca Cirone, Maud Lemercier, Cristopher Salvi
2023	J	`jnl`	New directions in the applications of rough path theory. CoRR Adeline Fermanian, Terry J. Lyons, James Morrill, Cristopher Salvi
2023	A*	`conf`	Non-adversarial training of Neural SDEs with signature kernel scores. NeurIPS Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
2023	J	`jnl`	Non-adversarial training of Neural SDEs with signature kernel scores. CoRR Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
2022	A*	`conf`	Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics. NeurIPS Cristopher Salvi, Maud Lemercier, Andris Gerasimovics
2021	A	`conf`	Distribution Regression for Sequential Data. AISTATS Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons
2021	A*	`conf`	Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. NeurIPS Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons
2021	J	`jnl`	Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. CoRR Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons
2021	A*	`conf`	Neural Rough Differential Equations for Long Time Series. ICML James Morrill, Cristopher Salvi, Patrick Kidger, James Foster
2021	J	`jnl`	Neural Stochastic Partial Differential Equations. CoRR Cristopher Salvi, Maud Lemercier
2021	Misc	`conf`	SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. CSR Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Terry J. Lyons, Cristopher Salvi
2021	J	`jnl`	SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel. CoRR Thomas Cochrane, Peter Foster, Varun Chhabra, Maud Lemercier, Cristopher Salvi, Terry J. Lyons
2021	A*	`conf`	SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. ICML Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons
2021	J	`jnl`	SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data. CoRR Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons
2021	J	`jnl`	The Signature Kernel Is the Solution of a Goursat PDE. SIAM J. Math. Data Sci. Cristopher Salvi, Thomas Cass, James M. Foster, Terry J. Lyons, Weixin Yang
2020	J	`jnl`	Computing the full signature kernel as the solution of a Goursat problem. CoRR Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang
2020	J	`jnl`	Distribution Regression for Continuous-Time Processes via the Expected Signature. CoRR Maud Lemercier, Cristopher Salvi, Theodoros Damoulas, Edwin V. Bonilla, Terry J. Lyons
2020	J	`jnl`	Neural CDEs for Long Time Series via the Log-ODE Method. CoRR James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry J. Lyons
2020	—	`conf`	Sig-SDEs model for quantitative finance. ICAIF Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch
2019	A*	`conf`	Deep Signature Transforms. NeurIPS Patrick Kidger, Patric Bonnier, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons
2019	J	`jnl`	Deep Signatures. CoRR Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons