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Salvi, Cristopher

  1. Neural Rough Differential Equations for Long Time Series
    2020/09/17 by James Morrill, Cristopher Salvi, Morrill, James +7 · 25 citations
    Computer Science · Physics and Astronomy · #Artificial Intelligence (cs.AI) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Neural Networks and Applications #Time Series Analysis and Forecasting
  2. Deep Signature Transforms
    2019/05/21 by Patric Bonnier, Patrick Kidger, Bonnier, Patric +7 · 22 citations
    Computer Science · #Generative Adversarial Networks and Image Synthesis #Anomaly Detection Techniques and Applications #Digital Media Forensic Detection
  3. Theoretical Foundations of Deep Selective State-Space Models
    2024/02/29 by Nicola Muca Cirone, Antonio Orvieto, Cirone, Nicola Muca +7 · 2 voices · 14 citations
    Decision Sciences · #Complex Systems and Decision Making #cs.LG #math.DS
  4. Sig-SDEs model for quantitative finance
    2020/05/30 by Arribas, Imanol Perez, Salvi, Cristopher, Szpruch, Lukasz · 9 citations
    #Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR)
  5. Non-adversarial training of Neural SDEs with signature kernel scores
    2023/05/25 by Zacharia Issa, Blanka Horvath, Issa, Zacharia +5 · 12 citations
    Computer Science · Decision Sciences · Physics and Astronomy · #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Stock Market Forecasting Methods
  6. Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics
    2021/10/19 by Cristopher Salvi, Maud Lemercier, Salvi, Cristopher +3 · 7 citations
    Physics and Astronomy · Computer Science · Environmental Science · #Model Reduction and Neural Networks #Neural Networks and Applications #Hydrological Forecasting Using AI
  7. Distribution Regression for Sequential Data
    2020/06/10 by Maud Lemercier, Lemercier, Maud, Cristopher Salvi +7 · 6 citations
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Gaussian Processes and Bayesian Inference #Statistical Methods and Inference
  8. Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic\n Processes
    2021/09/08 by Cristopher Salvi, Salvi, Cristopher, Maud Lemercier +9 · 5 citations
    Computer Science · Decision Sciences · Mathematics · #60L10 #60L20 #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Forecasting Techniques and Applications #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistical Methods and Inference
  9. SK-Tree: a systematic malware detection algorithm on streaming trees via\n the signature kernel
    2021/02/15 by Thomas Cochrane, Peter Foster, Cochrane, Thomas +9 · 4 citations
    Computer Science · #60L10 #Advanced Malware Detection Techniques #Anomaly Detection Techniques and Applications #Cryptography and Security (cs.CR) #FOS: Computer and information sciences #Network Security and Intrusion Detection
  10. SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data
    2021/05/10 by Maud Lemercier, Cristopher Salvi, Lemercier, Maud +9 · 4 citations
    Computer Science · Engineering · #60L10 #60L20 #Control Systems and Identification #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Time Series Analysis and Forecasting
  11. Neural signature kernels as infinite-width-depth-limits of controlled ResNets
    2023/03/30 by Cirone, Nicola Muca, Lemercier, Maud, Salvi, Cristopher · 5 citations
    #60L10 #60L90 #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Probability (math.PR)
  12. A structure theorem for streamed information
    2022/11/30 by Cristopher Salvi, Salvi, Cristopher, Joscha Diehl +7 · 4 citations
    Computer Science · Mathematics · #Music and Audio Processing #Blind Source Separation Techniques #Advanced Combinatorial Mathematics
  13. Log-PDE Methods for Rough Signature Kernels
    2024/04/01 by Maud Lemercier, Lemercier, Maud, Terry Lyons +2 · 5 citations
    Computer Science · Engineering · Physics and Astronomy · #60L10 #60L20 #Advanced Numerical Analysis Techniques #Analysis of PDEs (math.AP) #Computer Graphics and Visualization Techniques #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Model Reduction and Neural Networks
  14. A Neural RDE approach for continuous-time non-Markovian stochastic control problems
    2023/06/25 by Melker Hoglund, Hoglund, Melker, Emilio Ferrucci +11 · 4 citations
    Computer Science · Engineering · Physics and Astronomy · #Energy Load and Power Forecasting #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Optimization and Control (math.OC)
  15. Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
    2023/04/04 by Blanka Horvath, Horvath, Blanka, Maud Lemercier +7 · 4 citations
    Economics, Econometrics and Finance · Mathematics · #60G40 #91G60 #FOS: Mathematics #Primary 60L10 #Probability (math.PR) #Secondary 60L20 #Statistical Methods and Inference #Stochastic processes and financial applications
  16. Lecture notes on rough paths and applications to machine learning
    2024/04/09 by Thomas Cass, Cristopher Salvi, Cass, Thomas +1 · 4 citations
    Computer Science · Engineering · #60L10 #60L20 #Advanced Numerical Analysis Techniques #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Natural Language Processing Techniques #Probability (math.PR) #Rough Sets and Fuzzy Logic #Statistics Theory (math.ST)
  17. New directions in the applications of rough path theory
    2023/02/09 by Adeline Fermanian, Fermanian, Adeline, Terry Lyons +5 · 4 citations
    Computer Science · Physics and Astronomy · #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Music and Audio Processing
  18. Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
    2025/05/23 by Walker, Benjamin, Yang, Lingyi, Cirone, Nicola Muca +2 · 7 citations
    #FOS: Computer and information sciences #Machine Learning (cs.LG)
  19. Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
    2024/02/28 by Georg Manten, Manten, Georg, Cecilia Casolo +9 · 3 citations
    Computer Science · #Artificial Intelligence (cs.AI) #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  20. A path-dependent PDE solver based on signature kernels
    2024/03/18 by Pannier, Alexandre, Salvi, Cristopher · 4 citations
    #35R15 #60L10 #65N35 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA)
  21. Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals
    2024/05/22 by Christian Holberg, Cristopher Salvi, Holberg, Christian +1 · 3 citations
    Computer Science · Engineering · Neuroscience · #Advanced Memory and Neural Computing #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #Neural dynamics and brain function #Probability (math.PR)
  22. Rough kernel hedging
    2025/01/16 by Nicola Muca Cirone, Cristopher Salvi, Cirone, Nicola Muca +1 · 2 citations
    Computer Science · #Artificial Intelligence in Games
  23. ParallelFlow: Parallelizing Linear Transformers via Flow Discretization
    2025/04/01 by Nicola Muca Cirone, Cirone, Nicola Muca, Cristopher Salvi +1 · 3 citations
    Computer Science · Physics and Astronomy · #Dynamical Systems (math.DS) #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #FOS: Mathematics #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Model Reduction and Neural Networks
  24. Sparse Signature Coefficient Recovery via Kernels
    2024/12/11 by Shmelev, Daniil, Salvi, Cristopher · 3 citations
    #60L10 #65Y05 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA)
  25. SigDiffusions: Score-Based Diffusion Models for Time Series via Log-Signature Embeddings
    2024/06/14 by Barbora Barancikova, Zhuoyue Huang, Barancikova, Barbora +3 · 1 citation
    Mathematics · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Statistical Methods and Inference