James Foster

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Patrick KidgerMathematician @ Google XVerified email at kidger.site
Cristopher SalviImperial College LondonVerified email at ic.ac.uk
James MorrillPhD Student, University of OxfordVerified email at maths.ox.ac.uk
Xuechen LiStanford UniversityVerified email at cs.stanford.edu
Thomas CassProfessor of Mathematics, Imperial College LondonVerified email at imperial.ac.uk
Harald OberhauserMathematical Institute, University of OxfordVerified email at maths.ox.ac.uk
Dr. Goncalo dos ReisUniversity of Edinburgh and CMA/FCT/UNLVerified email at ed.ac.uk
Karen HabermannUniversity of Warwick, Department of StatisticsVerified email at warwick.ac.uk
Calum StrangePhD student, University of EdinburghVerified email at sms.ed.ac.uk
Vlad MargarintTenure-Track Assistant Professor at the University of North Carolina at CharlotteVerified email at uncc.edu
Hao NiProfessor of Mathematics, UCLVerified email at ucl.ac.uk
William F. TurnerPhD student at Imperial College LondonVerified email at ic.ac.uk

James Foster

University of Bath

Verified email at bath.ac.uk - Homepage

stochastic numerics rough analysis neural differential equations


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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	424	2020
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	124*	2021
Neural SDEs as Infinite-Dimensional GANs P Kidger, J Foster, X Li, H Oberhauser, T Lyons International Conference on Machine Learning, 5453-5463, 2021	118	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	62*	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	42	2021
An Optimal Polynomial Approximation of Brownian Motion J Foster, T Lyons, H Oberhauser SIAM Journal on Numerical Analysis 58 (3), 1393-1421, 2020	34	2020
The shifted ODE method for underdamped Langevin MCMC J Foster, T Lyons, H Oberhauser arXiv preprint arXiv:2101.03446, 2021	17	2021
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	16	2023
Numerical approximations for stochastic differential equations J Foster University of Oxford, 2020	10	2020
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	9	2024
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	7	2022
On the convergence of adaptive approximations for stochastic differential equations J Foster arXiv preprint arXiv:2311.14201, 2023	1	2023
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

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