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Score-based diffusion models have recently emerged as state-of-the-art generative models for a variety of data modalities.
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Integration of paths–a faithful representation of paths by noncommutative formal power series
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Classical and quantum orthogonal polynomials in one variable /
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Theoretical Numerical Analysis A Functional Analysis Framework
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Multidimensional stochastic processes as rough paths: theory and applications , volume 120
Peter K Friz and Nicolas B Victoir · 2010
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Pascal Vincent · 2011
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Signature inversion for monotone paths, 2016
Jiawei Chang, Nick Duffield, Hao Ni, and Weijun Xu · 2016
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C-rnn-gan: Continuous recurrent neural networks with adversarial training
Olof Mogren · 2016
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Cristóbal Esteban, Stephanie L Hyland, and Gunnar Rätsch · 2017
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Hyperbolic development and inversion of signature
Terry J Lyons and Weijun Xu · 2017
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Calculation of iterated-integral signatures and log signatures
Jeremy Reizenstein · 2017
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Attention is all you need
Ashish Vaswani, Noam Shazeer, Niki Parmar, Jakob Uszkoreit, Llion Jones, Aidan N Gomez, Łukasz Kaiser, and Illia Polosukhin · 2017
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Modeling long-and short-term temporal patterns with deep neural networks
Guokun Lai, Wei-Cheng Chang, Yiming Yang, and Hanxiao Liu · 2018
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Inverting the signature of a path
Terry J Lyons and Weijun Xu · 2018
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Insertion algorithm for inverting the signature of a path
Jiawei Chang and Terry Lyons · 2019
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Deep signature transforms
Patrick Kidger, Patric Bonnier, Imanol Perez Arribas, Cristopher Salvi, and Terry Lyons · 2019
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Latent ordinary differential equations for irregularly-sampled time series
Yulia Rubanova, Ricky TQ Chen, and David K Duvenaud · 2019
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Generative modeling by estimating gradients of the data distribution
Yang Song and Stefano Ermon · 2019
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Blanka Horvath, Maud Lemercier, Chong Liu, Terry Lyons, and Cristopher Salvi · 2023
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Patrick Kidger, James Morrill, James Foster, and Terry Lyons · 2020
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Yang Song, Jascha Sohl-Dickstein, Diederik P Kingma, Abhishek Kumar, Stefano Ermon, and Ben Poole · 2020
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