Generator Identification for Linear SDEs with Additive and Multiplicative Noise

Yuanyuan Wang, Xi Geng, Wei Huang, Biwei Huang, Mingming Gong. Generator Identification for Linear SDEs with Additive and Multiplicative Noise. In Alice Oh, Tristan Naumann, Amir Globerson, Kate Saenko, Moritz Hardt, Sergey Levine, editors, Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, NeurIPS 2023, New Orleans, LA, USA, December 10 - 16, 2023. 2023. [doi]

Abstract

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