2009.08295
Neural CDEs for Long Time Series via the Log-ODE Method
James Morrill, Patrick Kidger, Cristopher Salvi, James Foster, Terry Lyons
correctmedium confidence
- Category
- Not specified
- Journal tier
- Specialist/Solid
- Processed
- Sep 28, 2025, 12:55 AM
- arXiv Links
- Abstract ↗PDF ↗
Audit review
The paper states the local log-ODE error (Eq. 29) and derives the global partition-wise error (Theorem B.7, Eq. 34) by citing Gyurkó’s thesis; the candidate solution proves the same bound via Bailleul’s C^1-approximate flows and a non-commutative sewing lemma. The statements, hypotheses (X geometric p-rough, f ∈ Lip(γ), γ > p), and the smallness condition on max_i ||X||_{p-var;[t_i,t_{i+1}]} all match the paper’s setup, and the final inequality coincides with Theorem B.7. Thus both are correct and reach the same result by different routes .
Referee report (LaTeX)
\textbf{Recommendation:} minor revisions
\textbf{Journal Tier:} specialist/solid
\textbf{Justification:}
The appendix correctly formulates standard log-ODE error bounds within a rough-path framework and cites appropriate sources. The main results (local Eq. (29) and global Eq. (34)) are accurate under the stated assumptions and will be useful to practitioners. Adding a concise proof sketch for the global estimate would enhance readability and self-containment for non-specialists.