2 papers
stat.ML2025
The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equations
Michael L. Wells, Kamel Lahouel, Bruno Jedynak
We present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term…
stat.ML2025
MOCK: an Algorithm for Learning Nonparametric Differential Equations via Multivariate Occupation Kernel Functions
Victor Rielly, Kamel Lahouel, Ethan Lew +4
Learning a nonparametric system of ordinary differential equations from trajectories in a -dimensional state space requires learning functions of variables. Explicit for…