activity
20202023
most citedDetecting the maximum likelihood transition path from data of stochastic dynamic systems

32 citations · 34 across the 6 of their papers we have counts for

collaborators

6 papers

cs.LG2023

Multi-task Meta Label Correction for Time Series Prediction

Luxuan Yang, Ting Gao, Wei Wei +3

Time series classification faces two unavoidable problems. One is partial feature information and the other is poor label quality, which may affect model performance. To address th…

stat.ML2022

Learning effective dynamics from data-driven stochastic systems

Lingyu Feng, Ting Gao, Min Dai +1

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many…

math.DS2021

Nonparametric inference of stochastic differential equations based on the relative entropy rate

Min Dai, Jinqiao Duan, Jianyu Hu +1

The information detection of complex systems from data is currently undergoing a revolution, driven by the emergence of big data and machine learning methodology. Discovering gover…

math.ST2021

Variational inference of the drift function for stochastic differential equations driven by Lévy processes

Min Dai, Jinqiao Duan, Jianyu Hu +1

In this paper, we consider the nonparametric estimation problem of the drift function of stochastic differential equations driven by -stable Lévy motion. First, the Kullback-Lei…

math.DS2020★ 32 cited

Detecting the maximum likelihood transition path from data of stochastic dynamic systems

Min Dai, Ting Gao, Yubin Lu +2

In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data…

math.ST2020★ 2 cited

Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion

Min Dai, Jinqiao Duan, Junjun Liao +1

Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes…