Ilya Chevyrev
Ilya Chevyrev
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A primer on the signature method in machine learning
I Chevyrev, A Kormilitzin
arXiv preprint arXiv:1603.03788, 2016
Renormalising SPDEs in regularity structures
Y Bruned, A Chandra, I Chevyrev, M Hairer
Journal of the European Mathematical Society 23 (3), 869-947, 2020
Signature moments to characterize laws of stochastic processes
I Chevyrev, H Oberhauser
Journal of Machine Learning Research 23 (176), 1-42, 2022
Characteristic functions of measures on geometric rough paths
I Chevyrev, T Lyons
The Annals of Probability 44 (6), 4049-4082, 2016
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
Langevin dynamic for the 2D Yang–Mills measure
A Chandra, I Chevyrev, M Hairer, H Shen
Publications mathématiques de l'IHÉS 136 (1), 1-147, 2022
Canonical RDEs and general semimartingales as rough paths
I Chevyrev, PK Friz
The Annals of Probability 47 (1), 420-463, 2019
A rough path perspective on renormalization
Y Bruned, I Chevyrev, PK Friz, R Preiss
Journal of Functional Analysis 277 (11), 108283, 2019
Multiscale systems, homogenization, and rough paths
I Chevyrev, PK Friz, A Korepanov, I Melbourne, H Zhang
Probability and Analysis in Interacting Physical Systems: In Honor of SRS …, 2019
Stochastic quantisation of Yang-Mills-Higgs in 3D
A Chandra, I Chevyrev, M Hairer, H Shen
arXiv preprint arXiv:2201.03487, 2022
Random walks and Lévy processes as rough paths
I Chevyrev
Probability Theory and Related Fields 170, 891-932, 2018
Deterministic homogenization under optimal moment assumptions for fast–slow systems. Part 2
I Chevyrev, P Friz, A Korepanov, I Melbourne, H Zhang
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 58 (3 …, 2022
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
Yang–Mills measure on the two-dimensional torus as a random distribution
I Chevyrev
Communications in Mathematical Physics 372 (3), 1027-1058, 2019
Constructing supersingular elliptic curves with a given endomorphism ring
I Chevyrev, SD Galbraith
LMS Journal of Computation and Mathematics 17 (A), 71-91, 2014
An isomorphism between branched and geometric rough paths
H Boedihardjo, I Chevyrev
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 55 (2 …, 2019
Stochastic quantization of Yang–Mills
I Chevyrev
Journal of Mathematical Physics 63 (9), 2022
Invariant measure and universality of the 2D Yang-Mills Langevin dynamic
I Chevyrev, H Shen
arXiv preprint arXiv:2302.12160, 2023
Examples of renormalized SDEs
Y Bruned, I Chevyrev, PK Friz
International Conference on Stochastic Partial Differential Equations and …, 2016
Feature engineering with regularity structures
I Chevyrev, A Gerasimovičs, H Weber
Journal of Scientific Computing 98 (1), 13, 2024
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