James Morrill, Cristopher Salvi, Patrick Kidger, James Foster. Neural Rough Differential Equations for Long Time Series. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 7829-7838, PMLR, 2021. [doi]
Abstract is missing.