Neural SDEs as infinite-dimensional GANs
Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing Neural SDEs has sought to solve. Here, we show that the current c...
| Main Authors: | , , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Journal of Machine Learning Research
2021
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