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20162026
most citedISALT: Inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems

1 citations · 1 across the 3 of their papers we have counts for

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stat.ML2021

Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds

Felix X. -F. Ye, Sichen Yang, Mauro Maggioni

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow d…

math.NA2021★ 1 cited

ISALT: Inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems

Xingjie Li, Fei Lu, Felix X. -F. Ye

Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statist…