الباحثون

Thomas Cass

المنشورات 1

نسخة أولية وصول مفتوح

Structured Neural SDEs for Functional Calibration

Neural Stochastic Differential Equations (Neural SDEs) provide flexible continuous-time generative models, but generic neural drift and diffusion networks are costly to simulate on long horizons and can give unstable gradients when the training signal is a path functional rather than a pointwise observation. We introdu …

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