Ilya Chevyrev
Ilya Chevyrev
Verified email at ed.ac.uk - Homepage
Title
Cited by
Cited by
Year
A primer on the signature method in machine learning
I Chevyrev, A Kormilitzin
arXiv preprint arXiv:1603.03788, 2016
812016
Characteristic functions of measures on geometric rough paths
I Chevyrev, T Lyons
Annals of Probability 44 (6), 4049-4082, 2016
422016
Renormalising SPDEs in regularity structures
Y Bruned, A Chandra, I Chevyrev, M Hairer
Journal of the European Mathematical Society 23 (3), 869-947, 2020
412020
Signature moments to characterize laws of stochastic processes
I Chevyrev, H Oberhauser
arXiv preprint arXiv:1810.10971, 2018
342018
Canonical RDEs and general semimartingales as rough paths
I Chevyrev, PK Friz
Annals of Probability 47 (1), 420-463, 2019
272019
Random walks and LÚvy processes as rough paths
I Chevyrev
Probability Theory and Related Fields 170 (3), 891-932, 2018
262018
A rough path perspective on renormalization
Y Bruned, I Chevyrev, PK Friz, R Preiss
Journal of Functional Analysis 277 (11), 108283, 2019
252019
Persistence paths and signature features in topological data analysis
I Chevyrev, V Nanda, H Oberhauser
IEEE transactions on pattern analysis and machine intelligence 42 (1), 192-202, 2018
242018
Multiscale systems, homogenization, and rough paths
I Chevyrev, PK Friz, A Korepanov, I Melbourne, H Zhang
International Conference in Honor of the 75th Birthday of SRS Varadhan, 17-48, 2016
242016
Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 2.
I Chevyrev, PK Friz, A Korepanov, I Melbourne, H Zhang
arXiv e-prints, arXiv: 1903.10418, 2019
13*2019
Superdiffusive limits for deterministic fast–slow dynamical systems
I Chevyrev, PK Friz, A Korepanov, I Melbourne
Probability Theory and Related Fields 178 (3), 735-770, 2020
122020
Constructing supersingular elliptic curves with a given endomorphism ring
I Chevyrev, SD Galbraith
LMS Journal of Computation and Mathematics 17 (A), 71-91, 2014
112014
An isomorphism between branched and geometric rough paths
H Boedihardjo, I Chevyrev
Annales de l'Institut Henri PoincarÚ, ProbabilitÚs et Statistiques 55 (2á…, 2019
72019
Examples of renormalized SDEs
Y Bruned, I Chevyrev, PK Friz
International Conference on Stochastic Partial Differential Equations andá…, 2016
72016
Langevin dynamic for the 2D Yang-Mills measure
A Chandra, I Chevyrev, M Hairer, H Shen
arXiv preprint arXiv:2006.04987, 2020
62020
A support and density theorem for Markovian rough paths
I Chevyrev, M Ogrodnik
Electronic Journal of Probability 23, 2018
42018
On the Number of Facets of Polytopes Representing Comparative Probability Orders
I Chevyrev, D Searles, A Slinko
Order 30 (3), 749-761, 2013
22013
Yang–Mills measure on the two-dimensional torus as a random distribution
I Chevyrev
Communications in Mathematical Physics 372 (3), 1027-1058, 2019
2019
Characteristic functions of path signatures and applications
I Chevyrev
University of Oxford, 2015
2015
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Articles 1–19