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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…
physics.data-an2022★ 11 cited
A Note on A Priori Forecasting and Simplicity Bias in Time Series
Kamaludin Dingle, Rafiq Kamal, Boumediene Hamzi
To what extent can we forecast a time series without fitting to historical data? Can universal patterns of probability help in this task? Deep relations between pattern Kolmogorov…