Thomas Cass

According to our database, Thomas Cass authored at least 8 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Variance Norms for Kernelized Anomaly Detection.

Thomas Cass, Lukas Gonon, Nikita Zozoulenko

CoRR, 2024

Lecture notes on rough paths and applications to machine learning.

Thomas Cass, Cristopher Salvi

CoRR, 2024

Novelty Detection on Radio Astronomy Data using Signatures.

Paola Arrubarrena, Maud Lemercier, Bojan Nikolic, Terry J. Lyons, Thomas Cass

CoRR, 2024

2023

Generative Modelling of Lévy Area for High Order SDE Simulation.

Andraz Jelincic, Jiajie Tao, William F. Turner, Thomas Cass, James Foster, Hao Ni

CoRR, 2023

2021

The Signature Kernel Is the Solution of a Goursat PDE.

Cristopher Salvi, Thomas Cass, James Foster, Terry J. Lyons, Weixin Yang

SIAM J. Math. Data Sci., 2021

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data.

Maud Lemercier, Cristopher Salvi, Thomas Cass, Edwin V. Bonilla, Theodoros Damoulas, Terry J. Lyons

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

Mean Field Games With Parametrized Followers.

Alain Bensoussan, Thomas Cass, Michael Chau, Sheung Chi Phillip Yam

IEEE Trans. Autom. Control., 2020

Computing the full signature kernel as the solution of a Goursat problem.

Thomas Cass, Terry J. Lyons, Cristopher Salvi, Weixin Yang

CoRR, 2020