adaptive LASSO 1positive semidefinite projection 1ridge regression 1SINDy 1stochastic differential equations 1weak-form identification 1
From the 1 of 2 linked papers with an AI index.
2 papers
physics.data-an2026
Weak Form Recovery of Heston Type Stochastic Dynamics
Sai Sathvik Gullipalli, Eshwar R A, Gajanan V. Honnavar
Estimating the coupled drift, diffusion, and leverage structure of a stochastic-volatility model directly from a price path is an unresolved inverse problem: Kramers--Moyal increme…
stat.ME2026
Symbolic Weak-form Recovery of 2-D Stochastic Generators
Sai Sathvik Gullipalli, Eshwar R A
The paper introduces a weak‑form SINDy estimator that combines spatial kernels, ridge‑stabilized projection, adaptive LASSO/STLSQ selection, diagonal GLS, and a positive‑semidefini…