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- Disentangling Representations using Gaussian Processes in Variational Autoencoders for Video Prediction (with S. Bhagat, S. Uppal and V. Yin), preprint, arXiv link.
- Bayesian optimization for backpropagation in Monte-Carlo tree search (with Y. Li), preprint, arXiv link.
- A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths (with T. Cass), preprint, arXiv link.
- Young-Stieltjes integrals with respect to Volterra covariance functions, preprint, arXiv link.
- (2019) A Stratonovich-Skorohod integral formula for Gaussian rough paths (with T. Cass), The Annals of Probability, arXiv link.
- (2015) On the integration of weakly geometric rough paths (with T. Cass, B. Driver, and C. Litterer), Journal of the Mathematical Society of Japan.
- (2015) Analytic bond pricing for short rate dynamics evolving on matrix Lie groups (with N. Privault), Quantitative Finance, pdf.
- (2013) Finding distinctive shape features for automatic hematoma classification in head CT images from traumatic brain injuries (with T. Gong, L. Cheng, H. Lee, et al.), International Conference on Tools with Artificial Intelligence (ICTAI).
- (2016) A Stratonovich-Skorohod integral formula for Gaussian rough paths, Ph.D. thesis, Imperial College London, pdf.
- (2012) Numerical methods for clustering and sampling on shape manifolds, Technical report, Bioinformatics Institute, A*STAR, pdf.