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

21 January 2024

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

3 / 3 papers shown

Title
A local squared Wasserstein-2 method for efficient reconstruction of models with uncertainty Mingtao Xia Qijing Shen 34 1 0 10 Jun 2024
An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks Mingtao Xia Xiangting Li Qijing Shen Tom Chou 26 4 0 03 Jun 2024
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 35 22 0 26 Apr 2021