Squared Wasserstein-2 Distance for Efficient Reconstruction of Stochastic Differential Equations

no code implementations • 21 Jan 2024 • Mingtao Xia, Xiangting Li, Qijing Shen, Tom Chou

We provide an analysis of the squared Wasserstein-2 ($W_2$) distance between two probability distributions associated with two stochastic differential equations (SDEs).

A Spectral Approach for Learning Spatiotemporal Neural Differential Equations

no code implementations • 28 Sep 2023 • Mingtao Xia, Xiangting Li, Qijing Shen, Tom Chou

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.