Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series

11 November 2021

Papers citing "Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series"

3 / 3 papers shown

Title
Proper scoring rules for estimation and forecast evaluation Kartik Waghmare Johanna Ziegel AI4TS 331 5 0 02 Apr 2025
Efficient Training of Neural Stochastic Differential Equations by Matching Finite Dimensional Distributions Jianxin Zhang Josh Viktorov Doosan Jung Emily Pitler DiffM 257 3 0 04 Oct 2024
Non-adversarial training of Neural SDEs with signature kernel scores Zacharia Issa Blanka Horvath M. Lemercier C. Salvi AI4TS 150 32 0 25 May 2023