RT @ChrisRackauckas: @DavidDuvenaud (That paper was just focused on automatic differentiation, so the loss function was just the quickest a…
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@DavidDuvenaud (That paper was just focused on automatic differentiation, so the loss function was just the quickest and easiest choice to demonstrate AD of SDEs. You should also reference the uses of GMM before neural SDEs, such as https://t.co/wCdRV5DdP4
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@daikinish ちゃんとチェックできていませんが、粒子がトラックできる状況だと https://t.co/hzvGWIorgs に最尤推定とかの手法が書いてありそうだということに気づきました!(電子版買おうか迷い中...)
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Now Browsing: Simulation and Inference for Stochastic Differential Equations - Springer - https://t.co/Bvdc5pDaGT