rough-paths topic

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

patrick-kidger

Code for "Neural Controlled Differential Equations for Irregular Time Series" (Neurips 2020 Spotlight)

patrick-kidger

Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)

jambo6

Code for "Deep Signature Transforms" (NeurIPS 2019)

patrick-kidger