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cs.LG2025
A Weak Penalty Neural ODE for Learning Chaotic Dynamics from Noisy Time Series
Xuyang Li, John Harlim, Dibyajyoti Chakraborty +1
The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines. A sign…
cs.LG2021★ 2 cited
Error Bounds of the Invariant Statistics in Machine Learning of Ergodic Itô Diffusions
He Zhang, John Harlim, Xiantao Li
This paper studies the theoretical underpinnings of machine learning of ergodic Itô diffusions. The objective is to understand the convergence properties of the invariant statistic…