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...
| Autores principales: | , , , |
|---|---|
| Formato: | Journal article |
| Lenguaje: | English |
| Publicado: |
IEEE
2023
|