1 code implementation • 16 Jul 2018 • Cagatay Yildiz, Markus Heinonen, Jukka Intosalmi, Henrik Mannerström, Harri Lähdesmäki
We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE).
2 code implementations • ICML 2018 • Markus Heinonen, Cagatay Yildiz, Henrik Mannerström, Jukka Intosalmi, Harri Lähdesmäki
In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated.