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Learning networks of stochastic differential equations
José Bento Ayres Pereira
Video in druga učna gradiva
Oznake: computer science;machine learning;physics;statistical physics
Models based on stochastic differential equations (SDEs) play a crucial role in several domains of science and technology, ranging from chemistry to finance. In this talk I consider the problem of learning the drift coefficient of a pdimensional stochastic differential equation from a sample path ...
Leto: 2015 Vir: videolectures.net
Št. zadetkov: 1
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