Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models
–Neural Information Processing Systems
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix.
Neural Information Processing Systems
Feb-11-2025, 11:43:46 GMT
- Country:
- Europe (0.67)
- North America > United States (0.67)
- Genre:
- Research Report > New Finding (0.46)
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