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20102026
most citedLearning dynamical systems from data: a simple cross-validation perspective

85 citations · 302 across the 30 of their papers we have counts for

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Showing 2022 · stat.MLShow all

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stat.ML2022★ 30 cited

One-Shot Learning of Stochastic Differential Equations with Data Adapted Kernels

Matthieu Darcy, Boumediene Hamzi, Giulia Livieri +2

We consider the problem of learning Stochastic Differential Equations of the form from one sample trajectory. This problem is more challenging than le…