most citedNeural signature kernels as infinite-width-depth-limits of controlled ResNets

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cs.LG2024

Lecture notes on rough paths and applications to machine learning

Thomas Cass, Cristopher Salvi

These notes expound the recent use of the signature transform and rough path theory in data science and machine learning. We develop the core theory of the signature from first pri…

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…