2 papers
math.ST2025
Path-Dependent SDEs: Solutions and Parameter Estimation
Pardis Semnani, Vincent Guan, Elina Robeva +1
We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path s…
cs.RO2024
Stein Variational Ergodic Search
Darrick Lee, Cameron Lerch, Fabio Ramos +1
Exploration requires that robots reason about numerous ways to cover a space in response to dynamically changing conditions. However, in continuous domains there are potentially in…