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Terry Lyons

12 accepted papers

2025

Deep Signature: Characterization of Large-Scale Molecular Dynamics

ICLR 2025poster

Understanding protein dynamics are essential for deciphering protein functional mechanisms and developing molecular therapies. However, the complex high-dimensional dynamics and interatomic interactions of biological processes pose significant challenge for existing computational techniques. In this…

2025

Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models

NeurIPS 2025spotlight

This work introduces Structured Linear Controlled Differential Equations (SLiCEs), a unifying framework for sequence models with structured, input-dependent state-transition matrices that retain the maximal expressivity of dense matrices whilst being cheaper to compute. The framework encompasses exi…

Cited by 0SourceScholar
2024

Log Neural Controlled Differential Equations: The Lie Brackets Make A Difference

ICML 2024poster

The vector field of a controlled differential equation (CDE) describes the relationship between a *control* path and the evolution of a *solution* path. Neural CDEs (NCDEs) treat time series data as observations from a control path, parameterise a CDE's vector field using a neural network, and use t…

2024

Theoretical Foundations of Deep Selective State-Space Models

NeurIPS 2024poster

Structured state-space models (SSMs) are gaining popularity as effective foundational architectures for sequential data, demonstrating outstanding performance across a diverse set of domains alongside desirable scalability properties. Recent developments show that if the linear recurrence powering S…

2023

Sampling-based Nyström Approximation and Kernel Quadrature

ICML 2023poster

We analyze the Nyström approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nyström approximation with i.i.d. sampling and singular-value decomposition in the continuous regime; the proof techniques are borrowe…

2022

Positively Weighted Kernel Quadrature via Subsampling

NeurIPS 2022accept

We study kernel quadrature rules with convex weights. Our approach combines the spectral properties of the kernel with recombination results about point measures. This results in effective algorithms that construct convex quadrature rules using only access to i.i.d. samples from the underlying measu…

2021

Distribution Regression for Sequential Data

AISTATS 2021poster

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression where inputs are complex data streams. Leveraging properties of…

2021

Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes

NeurIPS 2021poster

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time. By conditioning the process on its filtration, we introduce…

2021

Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU

ICLR 2021poster

Signatory is a library for calculating and performing functionality related to the signature and logsignature transforms. The focus is on machine learning, and as such includes features such as CPU parallelism, GPU support, and backpropagation. To our knowledge it is the first GPU-capable library fo…

2020

Neural Controlled Differential Equations for Irregular Time Series

NeurIPS 2020spotlight

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no mechanism for adjusting the trajectory based on subsequent o…

2019

Deep Signature Transforms

NeurIPS 2019poster

The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class. It is a transform which has previously been treated as a fixed feature transformation, on top of which a model may be built. We propose a novel approach which combi…