Non-adversarial training of Neural SDEs with signature kernel scores

Non-adversarial training of Neural SDEs with signature kernel scores

25 May 2023

Papers citing "Non-adversarial training of Neural SDEs with signature kernel scores"

13 / 13 papers shown

Title
Proper scoring rules for estimation and forecast evaluation Kartik Waghmare Johanna Ziegel AI4TS 33 0 0 02 Apr 2025
ParallelFlow: Parallelizing Linear Transformers via Flow Discretization Nicola Muca Cirone C. Salvi 44 1 0 01 Apr 2025
Universal approximation property of neural stochastic differential equations Anna P. Kwossek David J. Prömel Josef Teichmann 37 0 0 20 Mar 2025
Time-Causal VAE: Robust Financial Time Series Generator Beatrice Acciaio Stephan Eckstein Songyan Hou AI4TS 30 2 0 05 Nov 2024
Efficient, Accurate and Stable Gradients for Neural ODEs Sam McCallum James Foster 32 4 0 15 Oct 2024
Efficient Training of Neural Stochastic Differential Equations by Matching Finite Dimensional Distributions Jianxin Zhang Josh Viktorov Doosan Jung Emily Pitler DiffM 41 0 0 04 Oct 2024
Neural stochastic Volterra equations: learning path-dependent dynamics David J. Prömel David Scheffels 29 0 0 28 Jul 2024
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 40 4 0 14 Jun 2024
Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough Signals Christian Holberg C. Salvi 24 1 0 22 May 2024
A High Order Solver for Signature Kernels M. Lemercier Terry Lyons 21 3 0 01 Apr 2024
Theoretical Foundations of Deep Selective State-Space Models Nicola Muca Cirone Antonio Orvieto Benjamin Walker C. Salvi Terry Lyons Mamba 45 25 0 29 Feb 2024
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes Georg Manten Cecilia Casolo E. Ferrucci Søren Wengel Mogensen C. Salvi Niki Kilbertus CML BDL 29 8 0 28 Feb 2024
Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures Zacharia Issa Blanka Horvath 15 4 0 27 Jun 2023