2 papers
stat.ML2025
Nonparametric learning of stochastic differential equations from sparse and noisy data
Arnab Ganguly, Riten Mitra, Jinpu Zhou
The paper proposes a systematic framework for building data-driven stochastic differential equation (SDE) models from sparse, noisy observations. Unlike traditional parametric appr…
stat.ME2025
Nonparametric learning of covariate-based Markov jump processes using RKHS techniques
Yuchen Han, Arnab Ganguly, Riten Mitra
We propose a novel nonparametric approach for linking covariates to Continuous Time Markov Chains (CTMCs) using the mathematical framework of Reproducing Kernel Hilbert Spaces (RKH…