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Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference
The core component of Log-NCDEs is the Log-ODE method, a tool from the study of rough paths for approximating a CDE's solution.
Signature Methods in Machine Learning
These insights can be quite naturally translated into numerical approaches to understanding streamed data, and perhaps because of their mathematical precision, have proved useful in analysing streamed data in situations where the data is irregular, and not stationary, and the dimension of the data and the sample sizes are both moderate.
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