Probabilistic Forecasting with Stochastic Interpolants and Föllmer Processes.
Yifan ChenMark GoldsteinMengjian HuaMichael S. AlbergoNicholas M. BoffiEric Vanden-EijndenPublished in: CoRR (2024)
Keyphrases
- stochastic processes
- stochastic context free grammars
- short term
- probabilistic model
- bayesian networks
- weather forecasting
- forward and backward
- data driven
- stochastic optimization
- computational models
- belief networks
- exchange rate
- process model
- probabilistic logic
- generative model
- information systems
- posterior probability
- stochastic process
- learning automata
- electricity consumption