Generator Identification for Linear SDEs with Additive and Multiplicative Noise

no code implementations • NeurIPS 2023 • Yuanyuan Wang, Xi Geng, Wei Huang, Biwei Huang, Mingming Gong

In this paper, we present conditions for identifying the generator of a linear stochastic differential equation (SDE) from the distribution of its solution process with a given fixed initial state.

Causal Inference

Identifiability and Asymptotics in Learning Homogeneous Linear ODE Systems from Discrete Observations

no code implementations • 12 Oct 2022 • Yuanyuan Wang, Wei Huang, Mingming Gong, Xi Geng, Tongliang Liu, Kun Zhang, DaCheng Tao

This paper derives a sufficient condition for the identifiability of homogeneous linear ODE systems from a sequence of equally-spaced error-free observations sampled from a single trajectory.