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what ties together machine learning, rational homotopy theory, rough paths, lie groups, topological data analysis, and how to teach undergraduate vector calculus?
a thread…
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a thread…
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this is a long, paper-laden thread that sets up a new paper with darrick lee, a ph.d. student at @Penn in applied mathematics. buckle up!
arxiv.org/abs/2007.06633
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arxiv.org/abs/2007.06633
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our story begins in the 1990’s: t. lyons [oxford] develops a fantastic set of tools for working with *rough paths* in stochastic differential equations, launching a formidable set of theory and applications.
en.wikipedia.org/wiki/Rough_path
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en.wikipedia.org/wiki/Rough_path
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