SigDiffusions: score-based diffusion models for long time series via log-signature embeddings

OA Location

https://arxiv.org/abs/2406.10354

Author(s)

Barancikova, Barbora

Huang, Zhuoyue

Salvi, Cristopher

Type

Preprint

Date Issued

2024-06-14

Date Acceptance

2025-01-22

Citation

2024

URI

http://hdl.handle.net/10044/1/113495

URL

https://arxiv.org/abs/2406.10354

DOI

https://www.dx.doi.org/10.48550/arXiv.2406.10354

Journal / Book Title

arXiv

Identifier

https://arxiv.org/abs/2406.10354

Source

International Conference on Learning Representations (ICLR)