Cristopher Salvi
I am a lecturer (assistant professor) in the Department of Mathematics at Imperial College London, faculty member of Imperial X, and visiting researcher at The Alan Turing Institute. Previously, I was a Chapman Fellow in Mathematics and before that a PhD student in the DataSig Team at the University of Oxford supervised by Prof. Terry Lyons.
Research Interests
I am interested in generative differential equation models and associated autodifferentiable numerics. My research has mainly focused on:
- Neural SDEs, neural operators, diffusion models.
- ML-based PDE solvers.
- Spiking neural networks, reservoir computing.
- Signature methods for biological and financial signal processing.
I am the Imperial PI of the Innovate UK Grant Quantum Machine Learning for Financial Data Streams investigating how to perform computations of signature transforms more efficiently on quantum hardware.