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

Patrick Kidger, Terry J. Lyons (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-07-29

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2001-00706
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  - https://dblp.org/rec/journals/corr/abs-2001-00706
Patrick Kidger, Terry J. Lyons:
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU. CoRR abs/2001.00706 (2020)

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