no code implementations • 28 Feb 2024 • Benjamin Walker, Andrew D. McLeod, Tiexin Qin, Yichuan Cheng, Haoliang Li, Terry Lyons
The core component of Log-NCDEs is the Log-ODE method, a tool from the study of rough paths for approximating a CDE's solution.
no code implementations • 29 Jun 2022 • Terry Lyons, Andrew D. McLeod
These insights can be quite naturally translated into numerical approaches to understanding streamed data, and perhaps because of their mathematical precision, have proved useful in analysing streamed data in situations where the data is irregular, and not stationary, and the dimension of the data and the sample sizes are both moderate.