Generative Ensemble-Regression: Learning Stochastic Dynamics from Discrete Particle Ensemble Observations

Liu Yang
Liu Yang
George Em Karniadakis
George Em Karniadakis
Cited by: 2|Views4

Abstract:

We propose a new method for inferring the governing stochastic ordinary differential equations by observing particle ensembles at discrete and sparse time instants, i.e., multiple "snapshots". Particle coordinates at a single time instant, possibly noisy or truncated, are recorded in each snapshot but are unpaired across the snapshots. ...More

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