DynGMA: a robust approach for learning stochastic differential equations from data

DOI10.1016/J.JCP.2024.113200MaRDI QIDQ6572210FDOQ6572210

Authors: Aiqing Zhu, Qianxiao Li 

Publication date: 15 July 2024

Published in: Journal of Computational Physics (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimationneural networksstochastic differential equationslearning dynamicsinvariant distribution

Mathematics Subject Classification ID

Applications of dynamical systems (37Nxx) Stochastic analysis (60Hxx) Inference from stochastic processes (62Mxx)

Cites Work

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• Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learning

Cited In (2)

• Learning Stochastic Dynamical System via Flow Map Operator
• SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics

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