Neural Markov Controlled SDE: Stochastic Optimization for Continuous-Time Data.
Sung Woo ParkKyungjae LeeJunseok KwonPublished in: ICLR (2022)
Keyphrases
- stochastic optimization
- data sets
- data analysis
- markov chain
- missing data
- training data
- data collection
- neural network
- optimal control
- data sources
- knowledge discovery
- data mining techniques
- markov processes
- multivariate time series
- input space
- probability distribution
- special case
- data structure
- decision making
- artificial intelligence
- data mining