11 citations · 30 across the 6 of their papers we have counts for
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stat.ME2023
The insertion method to invert the signature of a path
Adeline Fermanian, Jiawei Chang, Terry Lyons +1
The signature is a representation of a path as an infinite sequence of its iterated integrals. Under certain assumptions, the signature characterizes the path, up to translation an…
cs.LG2023
New directions in the applications of rough path theory
Adeline Fermanian, Terry Lyons, James Morrill +1
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 di…