Obserwuj
James Foster
Tytuł
Cytowane przez
Cytowane przez
Rok
Neural Controlled Differential Equations for Irregular Time Series
P Kidger, J Morrill, J Foster, T Lyons
Advances in Neural Information Processing Systems 33, 6696-6707, 2020
5982020
Neural SDEs as Infinite-Dimensional GANs
P Kidger, J Foster, X Li, H Oberhauser, T Lyons
International Conference on Machine Learning, 5453-5463, 2021
1852021
Neural Rough Differential Equations for Long Time Series
J Morrill, C Salvi, P Kidger, J Foster, T Lyons
International Conference on Machine Learning, 7829-7838, 2021
179*2021
The Signature Kernel is the solution of a Goursat PDE
C Salvi, T Cass, J Foster, T Lyons, W Yang
SIAM Journal on Mathematics of Data Science 3 (3), 873-899, 2021
95*2021
Efficient and Accurate Gradients for Neural SDEs
P Kidger, J Foster, XC Li, T Lyons
Advances in Neural Information Processing Systems 34, 18747-18761, 2021
662021
An Optimal Polynomial Approximation of Brownian Motion
J Foster, T Lyons, H Oberhauser
SIAM Journal on Numerical Analysis 58 (3), 1393-1421, 2020
362020
The shifted ODE method for underdamped Langevin MCMC
J Foster, T Lyons, H Oberhauser
arXiv preprint arXiv:2101.03446, 2021
242021
High order splitting methods for SDEs satisfying a commutativity condition
J Foster, G Reis, C Strange
SIAM Journal on Numerical Analysis 62 (1), 500-532, 2024
192024
Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
J Foster, K Habermann
Combinatorics, Probability and Computing 32 (3), 370-397, 2023
192023
Numerical approximations for stochastic differential equations
J Foster
University of Oxford, 2020
142020
An Asymptotic Radius of Convergence for the Loewner Equation and Simulation of SLE Traces via Splitting
J Foster, T Lyons, V Margarint
Journal of Statistical Physics 189 (18), 2022
82022
On the convergence of adaptive approximations for stochastic differential equations
J Foster, A Jelinčič
arXiv preprint arXiv:2311.14201, 2024
52024
Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods
SN Cohen, J Foster, P Foster, H Lou, T Lyons, S Morley, J Morrill, H Ni, ...
Scientific Reports 14 (1), 1920, 2024
42024
Efficient, Accurate and Stable Gradients for Neural ODEs
S McCallum, J Foster
arXiv preprint arXiv:2410.11648, 2024
32024
Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers
A Jelinčič, J Foster, P Kidger
arXiv preprint arXiv:2405.06464, 2024
32024
Approximating the signature of Brownian motion for high order SDE simulation
J Foster
arXiv preprint arXiv:2409.10118, 2024
2024
Generative Modelling of Lévy Area for High Order SDE Simulation
A Jelinčič, J Tao, WF Turner, T Cass, J Foster, H Ni
arXiv preprint arXiv:2308.02452, 2023
2023
Nie można teraz wykonać tej operacji. Spróbuj ponownie później.
Prace 1–17