One-shot learning of stochastic differential equations with data adapted kernels
Matthieu Darcy, Boumediene Hamzi, Giulia Livieri, Houman Owhadi, Peyman Tavallali
Topics & Concepts
MathematicsStochastic differential equationPrior probabilityGraphGaussian processApplied mathematicsCovarianceGaussianAlgorithmDiscrete mathematicsBayesian probabilityStatisticsPhysicsQuantum mechanicsModel Reduction and Neural NetworksGaussian Processes and Bayesian InferenceControl Systems and Identification