New directions in the applications of rough path theory

This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are discussed as the key mathematical model to describe the interaction of a stream with a physical control system. A collecti...

תיאור מלא

מידע ביבליוגרפי
Main Authors: Fermanian, A, Lyons, T, Morrill, J, Salvi, C
פורמט: Journal article
שפה:English
יצא לאור: IEEE 2023