Publications

Published

Universal Approximation with Deep Narrow Networks
Patrick Kidger, Terry Lyons
Conference on Learning Theory 2020
50 second presentation
13 minute presentation

Deep Signature Transforms
Patrick Kidger, Patric Bonnier, Imanol Perez Arribas, Cristopher Salvi, Terry Lyons
Neural Information Processing Systems 2019

Preprints

Neural Controlled Differential Equations for Irregular Time Series
Patrick Kidger, James Morrill, James Foster, Terry Lyons
arXiv 2020
Presentation

Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
Patrick Kidger, Terry Lyons
arXiv 2020

A Generalised Signature Method for Time Series
James Morrill, Adeline Fermanian, Patrick Kidger, Terry Lyons
arXiv 2020

Generalised Interpretable Shapelets for Irregular Time Series
Patrick Kidger, James Morrill, Terry Lyons
arXiv 2020

Miscellaneous Notes

Interpolating PDE solutions using feedforward neural networks
(Numerical PDE super-resolution)

Limits of Fisher–KPP equations, branching Brownian motion and a spatial Λ-Fleming–Viot model for population expansion
(Stochastic analysis + PDE analysis for modelling population expansion)

Polynomial Approximation of Holomorphic Functions
(My Master’s dissertation)