Variational inference of the drift function for stochastic differential equations driven by Lévy processes
From MaRDI portal
Cites work
- A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
- An introduction to stochastic dynamics
- Density estimation in infinite dimensional exponential families
- Detecting the maximum likelihood transition path from data of stochastic dynamical systems
- Ergodicity of stochastic differential equations with jumps and singular coefficients
- Estimation of non-normalized statistical models by score matching
- First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 1077733 (Why is no real title available?)
- Lévy Processes and Stochastic Calculus
- Most probable transition pathways and maximal likely trajectories in a genetic regulatory system
- Nonparametric estimation of diffusions: a differential equations approach
- On parabolic inequalities for generators of diffusions with jumps
- Simulation and inference for stochastic differential equations. With R examples.
- Solving inverse stochastic problems from discrete particle observations using the Fokker-Planck equation and physics-informed neural networks
- Stochastic calculus of variations for jump processes
- Superposition principle for non-local Fokker-Planck-Kolmogorov operators
- Variational estimation of the drift for stochastic differential equations from the empirical density
This page was built for publication: Variational inference of the drift function for stochastic differential equations driven by Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6565141)
