Terry Lyons

Terry Lyons, Nicolas Victoir, Terry Lyons, 2004, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

Random Generation of Stochastic Area Integrals

Jessica G. Gaines, Terry J. Lyons, Terry Lyons, 1994, SIAM J. Appl. Math..

The Signature-Based Model for Early Detection of Sepsis From Electronic Health Records in the Intensive Care Unit

James Morrill, Terry Lyons, Andrey Kormilitzin, 2019, 2019 Computing in Cardiology (CinC).

Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations

Jessica G. Gaines, Terry J. Lyons, Terry Lyons, 1997, SIAM J. Appl. Math..

Neural Controlled Differential Equations for Online Prediction Tasks pdf

James Morrill, Terry Lyons, Patrick Kidger, 2021, ArXiv.

LÉVY AREA OF WIENER PROCESSES IN BANACH SPACES

Terry Lyons, Michel Ledoux, Zhongmin Qian, 2002 .

Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews

Terry Lyons, Bo Wang, A. Nevado-Holgado, 2020, INTERSPEECH.

Optimal Execution with Rough Path Signatures

Terry Lyons, Imanol Perez Arribas, Jasdeep Kalsi, 2019, SIAM J. Financial Math..

A feature set for streams and an application to high-frequency financial tick data

Terry Lyons, Hao Ni, Harald Oberhauser, 2014, BigDataScience '14.

Projection theorems for hitting probabilities and a theorem of Littlewood

J. C. Taylor, Terry Lyons, K. Macgibbon, 1984 .

Comments on ‘Canyon geometry and the nocturnal urban Heat Island: Comparisons of scale model and field observations’

T. Oke, Terry Lyons, 1983 .

Performance and safety of rooftop wind turbines: Use of CFD to gain insight into inflow conditions

Jonathan Whale, T. J. Lyons, Tania Urmee, 2014 .

Physical Brownian motion in a magnetic field as a rough path

Terry Lyons, Paul Gassiat, Peter Friz, 2015, Transactions of the American Mathematical Society.

Learning Dynamic Graph Embeddings with Neural Controlled Differential Equations

Hao Li, Terry Lyons, Tiexin Qin, 2023, ArXiv.

Numerical Methods and Stochastics

Terry Lyons, T. Salisbury, 2002 .

Universal Approximation with Deep Narrow Networks

Terry Lyons, Patrick Kidger, Patrick Kidger, 2019, COLT.

A structure theorem for streamed information

Terry Lyons, J. Diehl, Rosa Preiß, 2022, Journal of Algebra.

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data pdf

Edwin V. Bonilla, Theodoros Damoulas, Terry Lyons, 2021, ICML.

SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel

Terry Lyons, Cristopher Salvi, Peter Foster, 2021, 2021 IEEE International Conference on Cyber Security and Resilience (CSR).

The Signature Kernel Is the Solution of a Goursat PDE

Terry Lyons, Cristopher Salvi, Weixin Yang, 2020, SIAM J. Math. Data Sci..

Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach

Terry Lyons, B. Horvath, Chong Liu, 2023, 2304.01479.

New directions in the applications of rough path theory

Terry Lyons, C. Salvi, James Morrill, 2023, IEEE BITS the Information Theory Magazine.

Utilization of the Signature Method to Identify the Early Onset of Sepsis From Multivariate Physiological Time Series in Critical Care Monitoring

Andrey Kormilitzin, Sumanth Swaminathan, S. Howison, 2020, Critical care medicine.

Characteristic functions of measures on geometric rough paths

Terry Lyons, Ilya Chevyrev, Terry Lyons, 2013, 1307.3580.

A structure theorem for streamed information

Terry Lyons, J. Diehl, Rosa Preiß, 2022, Journal of Algebra.

The Signature of a Rough Path: Uniqueness

Terry Lyons, Danyu Yang, Xi Geng, 2014, 1406.7871.

Instability of the Liouville property for quasi-isometric Riemannian manifolds and reversible Markov chains

Terry Lyons, 1987 .

Benchmarking optimality of time series classification methods in distinguishing diffusions

Terry Lyons, Zehong Zhang, Y. Kevrekidis, 2023, ArXiv.

Forecasting Australian wheat yields with a weighted rainfall index

T. J. Lyons, Terry Lyons, D. Stephens, 1994 .

Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition pdf

Terry Lyons, Hao Ni, Kevin Schlegel, 2021, BMVC.

A Generalised Signature Method for Time Series pdf

Patrick Kidger, James Morrill, Terry Lyons, 2020, ArXiv.

Sampling-based Nyström Approximation and Kernel Quadrature

Terry Lyons, Satoshi Hayakawa, Harald Oberhauser, 2023, ICML.

Analysis on Riemannian co-compact covers

F. Ledrappier, Terry Lyons, 2006 .

THE DEVELOPMENT OF A DRIVING CYCLE FOR FUEL CONSUMPTION AND EMISSIONS EVALUATION

Peter Newman, Jeffrey Kenworthy, T. J. Lyons, 1986 .

Unbiased Decisions Reduce Regret: Adversarial Domain Adaptation for the Bank Loan Problem

Terry Lyons, Shaun Singh, Aldo Pacchiano, 2023, ArXiv.

Anomaly detection on streamed data pdf

Terry Lyons, Thomas Cochrane, Peter Foster, 2020, ArXiv.

Deriving information from missing data: implications for mood prediction

Terry Lyons, K. Saunders, Yue Wu, 2020, 2006.15030.

Application of the Signature Method to Pattern Recognition in the CEQUEL Clinical Trial

K. E. A. Saunders, A. B. Kormilitzin, P. J. Harrison, 2016, 1606.02074.

Using path signatures to predict a diagnosis of Alzheimer’s disease

J. Gallacher, Terry Lyons, P. Moore, 2019, PloS one.

Evolving communities with individual preferences

Terry Lyons, T. Cass, 2013, 1303.4243.

Decomposition of Dirichlet Processes and its Application

Terry Lyons, Tusheng Zhang, Tusheng Zhang, 1994 .

The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example—An improvement of Menshov–Rademacher theorem

Terry Lyons, Danyu Yang, 2011, 1109.1072.

Integration of time-varying cocyclic one-forms against rough paths

Terry Lyons, Danyu Yang, 2014, 1408.2785.

Rough Path Analysis

Terry Lyons, 2022 .

Finely Open Sets in the Limit Set of a Finitely Generated Kleinian Group

Terry Lyons, A. Eremenko, 1992 .

A Personal Perspective on Raghu Varadhan’s Role in the Development of Stochastic Analysis

Terry Lyons, 2010 .

Lévy's area under conditioning

D. Stroock, Terry Lyons, P. Friz, 2006 .

Stochastic area for Brownian motion on the Sierpinski gasket

Terry Lyons, B. Hambly, 1998 .

On Ito differential equation in rough path theory

Terry Lyons, Danyu Yang, 2013, 1306.2589.

Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]

M. Röckner, Terry Lyons, T. Zhang, 1996 .

Convergence of non-symmetric dirichlet processes

Tusheng Zhang, Terry Lyons, 1996 .

Note on Convergence of Dirichlet Processes

Tusheng Zhang, Terry Lyons, 1993 .

Insertion algorithm for inverting the signature of a path pdf

Terry Lyons, Jiawei Chang, Terry Lyons, 2019, ArXiv.

Inverting the signature of a path

Terry Lyons, Weijun Xu, Terry Lyons, 2014, 1406.7833.

Inversion of signature for paths of bounded variation

Terry Lyons, Weijun Xu, 2011, 1112.0452.

Signature Methods in Machine Learning

Terry Lyons, Andrew D. McLeod, 2022, ArXiv.

Labelling as an unsupervised learning problem pdf

Terry Lyons, Imanol Perez Arribas, Terry Lyons, 2018, ArXiv.

DIRICHLET FORMS AND SYMMETRIC MARKOV PROCESSES (Studies in Mathematics 19) By Masatoshi Fukushima, Yoshida Oshima and Masayoshi Takeda: 392 pp., DM.168.–/US$79–95, ISBN 3 11 011626 X (Walter de Gruyter, 1994).

Terry Lyons, 1997 .

Deep Signatures pdf

Patrick Kidger, Terry Lyons, Cristopher Salvi, 2019, NeurIPS 2019.

Effect of sharp vegetation boundary on the convective atmospheric boundary layer

Terry Lyons, I. Esau, 2002 .