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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

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.