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stat.ML2025
Model selection for stochastic dynamics: a parsimonious and principled approach
Andonis Gerardos
This thesis focuses on the discovery of stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) from noisy and discrete time series. A major…
cond-mat.soft2025★ 1 cited
Principled model selection for stochastic dynamics
Andonis Gerardos, Pierre Ronceray
Complex dynamical systems, from macromolecules to ecosystems, are often modeled by stochastic differential equations. To learn such models from data, a common approach involves spa…