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"Signatory: differentiable computations of the signature and logsignature ..."

Patrick Kidger, Terry J. Lyons (2021)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-06-23

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  - electronic edition @ openreview.net (open access)
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  dblp key:
  - conf/iclr/KidgerL21
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  - https://dblp.org/rec/conf/iclr/KidgerL21
Patrick Kidger, Terry J. Lyons:
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU. ICLR 2021

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