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Efficient and Accurate Gradients for Neural SDEs

Patrick Kidger, James Foster, Xuechen Li, Terry J. Lyons. Efficient and Accurate Gradients for Neural SDEs. In Marc'Aurelio Ranzato, Alina Beygelzimer, Yann N. Dauphin, Percy Liang, Jennifer Wortman Vaughan, editors, Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual. pages 18747-18761, 2021. [doi]

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