Adaptive deep density approximation for stochastic dynamical systems
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Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Neural nets and related approaches to inference from stochastic processes (62M45) Numerical solutions to stochastic differential and integral equations (65C30)
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Cited in
(4)- DeepParticle: learning invariant measure by a deep neural network minimizing Wasserstein distance on data generated from an interacting particle method
- Data-driven probability density forecast for stochastic dynamical systems
- Adaptive deep density approximation for fractional Fokker-Planck equations
- DynGMA: a robust approach for learning stochastic differential equations from data
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