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]

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