43 citations · 43 across the 2 of their papers we have counts for
2 papers
cs.IT2011
Information Theoretic Limits on Learning Stochastic Differential Equations
José Bento, Morteza Ibrahimi, Andrea Montanari
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high d…
math.ST2010★ 43 cited
Learning Networks of Stochastic Differential Equations
José Bento, Morteza Ibrahimi, Andrea Montanari
We consider linear models for stochastic dynamics. To any such model can be associated a network (namely a directed graph) describing which degrees of freedom interact under the dy…