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Benjamin Walker

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#machine learning Preprint Mar 2026

Extending SSMs with the Exponentially Weighted Signature

We introduce the exponentially weighted signature (EWS), a continuous-time model that computes iterated integrals of a path, where each increment is weighted by the matrix exponential of a learnable generator over elapsed clock time. We prove that it solves a linear controlled differential equation, keeps the group-lik...

Alexandre Bloch, Benjamin Walker, Joel Mouterde et al. · 1 citation
Preprint Jul 2026

Advances in Neural Controlled Differential Equations

This thesis advances the training and scalability of NCDEs through three complementary contributions, building on neural rough differential equations, which reduce the time per training step for an NCDE by up to three orders of magnitude while achieving state-of-the-art performance across diverse time series benchmarks...

Benjamin Walker · 1 citation

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