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...
| Main Authors: | , , , |
|---|---|
| פורמט: | Journal article |
| שפה: | English |
| יצא לאור: |
IEEE
2023
|