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Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach.

Zhongchang SunYousef El-LahamSvitlana Vyetrenko
Published in: ICASSP (2024)
Keyphrases
  • stochastic differential equations
  • network architecture
  • brownian motion
  • generative model
  • feature points
  • long range