DataSig @data_sig
A rough path between mathematics and data science datasig.ac.uk Oxford Joined May 2020-
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Great news! James Foster has been awarded the Leslie Fox Prize for Numerical Analysis — a globally recognized honor for early-career researchers in the field — for his work on the analysis of splitting methods for stochastic differential equations (SDEs). Congratulations!
Don't miss! Our next RPIG talk will be on the 9th of July at 11am (not usual time!). Join us for another interesting discussion! Our guest speaker will be Tiexin Qin who will talk on 'Deep Signature: Characterization of Large-Scale Molecular Dynamics'. turing.ac.uk/research/inter…
We're thrilled to have Hans Riess speaking at our next RPIG meeting on Wed 25 June at 16:00 BST. Hans will be speaking on ‘Spatiotemporal Deep Learning with Path Signatures and Graph Neural Networks. Don't miss! To join the RPIG see turing.ac.uk/research/inter…
Don't miss Vincenzo Galgano's talk at Rough Path Interest Group (RPIG) meeting this Wed 11 June at 16:00 (BST). He will be speaking on the topic of 'Discrete signature tensors for persistence landscapes'. Save the date! To join the RPIG see turing.ac.uk/research/inter…
We're thrilled to have Francesca Primavera speak at our next RPIG meeting this Wed 4 June at 16:00 BST. She will be speaking on ‘Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths’. To join the RPIG see turing.ac.uk/research/inter…
Songlin Yang is our Rough Path Interest Group (RPIG) speaker on Wed 30 Apr at 16:00 BST. She will be speaking on the topic of 'Advances in Scalable Linear RNNs: DeltaNet and Its Variants'. Don't miss! To join the RPIG see turing.ac.uk/research/inter………
We're thrilled to have Florian Krach speaking at our next RPIG meeting on Wed 2 Apr at 16:00 BST. Florian will be speaking on ‘Neural Jump Ordinary Differential Equations’. Don't miss! To join the RPIG see turing.ac.uk/research/inter…
Our next RPIG talk will be on the 19th of March at 10am (not usual time!). Join us next week for another interesting discussion! Our guest speaker will be Danyu Yang who will talk on 'The Lipschitz continuity of the solution to branched rough differential equations'
Daniil Shmelev is our Rough Path Interest Group (RPIG) speaker next Wed 5 March at 16:00 GMT. He will be speaking on the topic of 'Sparse Signature Coefficient Recovery via Kernels'. Don't miss! To join the RPIG see turing.ac.uk/research/inter…
Don't miss this week's Routh Path Interest Group (RPIG) talk on Wednesday 19th February at 11:00 GMT (not usual time). Lu Chung will be speaking on 'Generative model for financial time series trained with MMD using a signature kernel'. Join the RPIG here: turing.ac.uk/research/inter…
Eduardo Abi Jaber is our Rough Path Interest Group (RPIG) speaker on Wed 5 Feb at 16:00 GMT. He will be speaking on the topic of 'Some path-dependent processes from signatures'. Don't miss! To join the RPIG see turing.ac.uk/research/inter……
Welcome join RPIG meeting and listen to Alexander Schell's talk on ‘Nonparametric Regression of Stochastic Processes via Signatures’. We are still here! To join the RPIG community see turing.ac.uk/research/inter…
Our next RPIG will be on 18th December. Join us next week for another interesting talk! Our guest speaker will be Janka Möller who will talk on 'Signature Methods in Stochastic Portfolio Theory'
Our next RPIG talk is next week, 4th December. We're delighted to have Francesco Galuppi to speak. Join us for this very interesting talk on 'Rank and Symmetries on Signature Tensors'. Join the RPIG here: turing.ac.uk/research/inter…
Save the Date! Don't miss this week's Routh Path Interest Group (RPIG) talk on Wednesday 6th November at 16:00 (GMT). Gabriel Nobis will be speaking on 'Generative Fractional Diffusion Models'. Join the RPIG here: turing.ac.uk/research/inter…
Don't miss Clément Hongler's talk at Rough Path Interest Group (RPIG) meeting this Wed 23 Oct at 16:00 (GMT). He will be speaking on the topic of 'Arrows of Time for Large Language Models'. Save the date! To join the RPIG see turing.ac.uk/research/inter…
We're thrilled to have Anh Tong speak at our next RPIG meeting this Wed 25 Sep at 16:00 BST. Anh will be speaking on ‘Learning Fractional White Noises in Neural Stochastic Differential Equations’. To join the RPIG see turing.ac.uk/research/inter…
Today a JAX implementation of recombination is available as part of COREAX: github.com/gchq/coreax/bl… . This tool can, e.g., take a large collection of paths (data) and summarise it with a small sub-collection of the paths and weights having the same expected truncated signature.
Ben Walker presented his paper, ‘Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference’, in one of the poster sessions at ICML 2024 - one of the leading platforms for a broad range of discussions in machine learning. See icml.cc
nullheart Beatmake MD... @_nullheart
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