Identifying latent stochastic differential equations

DOI10.1109/TSP.2021.3131723MaRDI QIDQ6602646zbMATH OpenFDO

Authors Ali Hasan, João M. Pereira, Sina Farsiu, Vahid Tarokh

Publication date 12 September 2024

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2021.3131723

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited in

(5)

• Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learning
• Tipping points of evolving epidemiological networks: machine learning-assisted, data-driven effective modeling
• Improving the noise estimation of latent neural stochastic differential equations
• Identification of hybrid energy harvesting systems with non-Gaussian process
• Enhancing time-series modeling with stochastic differential equation discovery: an evolutionary approach

This page was built for publication: Identifying latent stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6602646)