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stat.ML2024
A local squared Wasserstein-2 method for efficient reconstruction of models with uncertainty
Mingtao Xia, Qijing Shen
In this paper, we propose a local squared Wasserstein-2 (W_2) method to solve the inverse problem of reconstructing models with uncertain latent variables or parameters. A key adva…
stat.ML2024
An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks
Mingtao Xia, Xiangting Li, Qijing Shen +1
We analyze the Wasserstein distance (-distance) between two probability distributions associated with two multidimensional jump-diffusion processes. Specifically, we analyze a t…