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1:00:34
Microsoft
Directions in ML: Latent Stochastic Differential Equations: An Unexplored Model Class [Talk]
We show how to do gradient-based stochastic variational inference in stochastic differential equations (SDEs), in a way that allows the use of adaptive SDE solvers. This allows us to scalably fit a new family of richly-parameterized distributions over irregularly-sampled time series. We apply latent SDEs to motion capture data, and to ...
May 25, 2021
Stochastic Differential Equation Applications
Differential Equations (Definition, Types, Order, Degree, Examples)
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Jun 22, 2016
Lecture 21: Stochastic Differential Equations | Topics in Mathematics with Applications in Finance | Mathematics | MIT OpenCourseWare
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