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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