Deep signature transforms P Kidger, P Bonnier, I Perez Arribas, C Salvi, T Lyons Advances in Neural Information Processing Systems 32, 2019 | 73 | 2019 |
Deep signature transforms P Bonnier, P Kidger, IP Arribas, C Salvi, T Lyons arXiv preprint arXiv:1905.08494, 2019 | 41 | 2019 |
Adapted topologies and higher rank signatures P Bonnier, C Liu, H Oberhauser The Annals of Applied Probability 33 (3), 2136-2175, 2023 | 15 | 2023 |
Signature cumulants, ordered partitions, and independence of stochastic processes P Bonnier, H Oberhauser | 14 | 2020 |
Seq2tens: An efficient representation of sequences by low-rank tensor projections C Toth, P Bonnier, H Oberhauser arXiv preprint arXiv:2006.07027, 2020 | 13 | 2020 |
Proper scoring rules, gradients, divergences, and entropies for paths and time series P Bonnier, H Oberhauser arXiv preprint arXiv:2111.06314, 2021 | 3 | 2021 |
Kernelized Cumulants: Beyond Kernel Mean Embeddings P Bonnier, H Oberhauser, Z Szabó arXiv preprint arXiv:2301.12466, 2023 | 1 | 2023 |
Applications of stochastic analysis and algebra to machine learning POM Bonnier University of Oxford, 2023 | | 2023 |