LORD: Lower-Dimensional Embedding of Log-Signature in Neural Rough Differential Equations

Jaehoon Lee 0002, Jinsung Jeon, Sheo Yon Jhin, Jihyeon Hyeong, Jayoung Kim 0002, Minju Jo, Kook Seungji, Noseong Park. LORD: Lower-Dimensional Embedding of Log-Signature in Neural Rough Differential Equations. In The Tenth International Conference on Learning Representations, ICLR 2022, Virtual Event, April 25-29, 2022. OpenReview.net, 2022. [doi]

@inproceedings{0002JJH0JSP22,
  title = {LORD: Lower-Dimensional Embedding of Log-Signature in Neural Rough Differential Equations},
  author = {Jaehoon Lee 0002 and Jinsung Jeon and Sheo Yon Jhin and Jihyeon Hyeong and Jayoung Kim 0002 and Minju Jo and Kook Seungji and Noseong Park},
  year = {2022},
  url = {https://openreview.net/forum?id=fCG75wd39ze},
  researchr = {https://researchr.org/publication/0002JJH0JSP22},
  cites = {0},
  citedby = {0},
  booktitle = {The Tenth International Conference on Learning Representations, ICLR 2022, Virtual Event, April 25-29, 2022},
  publisher = {OpenReview.net},
}