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math.NA2026
Nonparametric Schrödinger Bridge Time Series Generator: Algorithm, Convergence Analysis and Applications
Daili Sheng, Minghui Song, Hui Sun
We conduct a convergence analysis for the Schrödinger Bridge Time Series (SBTS) data generator. Starting from a regularized formulation in which the data ensemble is mixed with a s…
math.NA2025
A High-order Backpropagation Algorithm for Neural Stochastic Differential Equation Model
Daili Sheng, Minghui Song, Xiang Peng +1
Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The g…