no code implementations • 10 Jun 2024 • Mingtao Xia, Qijing Shen
In this paper, we propose a local squared Wasserstein-2 (W_2) method to solve the inverse problem of reconstructing models with uncertain latent variables or parameters.
no code implementations • 3 Jun 2024 • Mingtao Xia, Xiangting Li, Qijing Shen, Tom Chou
We analyze the Wasserstein distance ($W$-distance) between two probability distributions associated with two multidimensional jump-diffusion processes.
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).
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.