2 papers
stat.ME2024
Simulation-based transition density approximation for the inference of SDE models
Xin Cai, Jingyu Yang, Zhibao Li +2
Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the…
stat.ME2023
Adaptive design of experiment via normalizing flows for failure probability estimation
Hongji Wang, Tiexin Guo, Jinglai Li +1
Failure probability estimation problem is an crucial task in engineering. In this work we consider this problem in the situation that the underlying computer models are extremely e…