2 papers
stat.ML2025
Conditionally Whitened Generative Models for Probabilistic Time Series Forecasting
Yanfeng Yang, Siwei Chen, Pingping Hu +6
Probabilistic forecasting of multivariate time series is challenging due to non-stationarity, inter-variable dependencies, and distribution shifts. While recent diffusion and flow…
math.PR2024
Exponential Euler method for stiff SDEs driven by fractional Brownian motion
Haozhe Chen, Zhaotong Shen, Qian Yu
In a recent paper by Kamrani et al. (2024), exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise was discussed, and the conv…