# lévy_processes

System identification in continuous time
Learning in continuous ODEs, SDEs and CDEs
2016-08-01
– 2023-11-30Machine learning for partial differential equations
2017-05-15
– 2023-11-17Feedback system identification, not necessarily linear
Learning dynamics from data
2016-08-01
– 2023-11-15Physics-informed neural networks
2019-10-15
– 2023-10-19Neural PDE operator learning
Especially forward operators. Image-to-image regression, where the images encode a physical process.
2019-10-15
– 2023-10-19Probabilistic numerics
2023-07-13
– 2023-09-25Potential theory in probability
Something about harmonic functions or whatever
2020-02-12
– 2023-08-24Generalised autoregressive processes
2022-01-10
– 2023-08-11Neural learning dynamical systems
2018-08-13
– 2023-05-23Transforms of Gaussian noise
Delta method, error propagation, unscented transform, Taylor expansion…
2014-11-25
– 2022-12-23Deep learning as a dynamical system
2018-08-13
– 2022-10-30Generalised Ornstein-Uhlenbeck processes
Markov/AR(1)-like processes
2022-01-10
– 2022-09-21Gamma distributions
2019-10-14
– 2022-07-27Simulating Gaussian processes on a lattice
2022-03-17
– 2022-07-26Stochastic partial differential equations
SDEs taking values in some function space
2021-01-27
– 2022-05-25Markov bridge processes
Especially Lévy bridges, Doob h-transforms
2019-10-15
– 2022-04-20Divisible, decomposable and stable distributions
Ways of slicing randomness
2017-06-15
– 2022-04-18Beta Processes
2019-10-14
– 2022-04-08Stationary Gamma processes
2019-10-14
– 2022-04-08Beta and Dirichlet distributions
2019-10-14
– 2022-04-04Simulating Gaussian processes
2022-03-17Multivariate Gamma distributions
2019-10-14
– 2022-03-14Matrix- and vector-valued generalizations of Gamma processes
2019-10-14
– 2022-03-03Lévy Gamma processes
2019-10-14
– 2022-03-03Feedback system identification, linear
2016-07-27
– 2022-01-21Gamma-Beta algebra
2019-10-14
– 2022-01-12t-processes, t-distributions
2021-11-10
– 2021-11-24Lévy processes
2017-05-29
– 2021-11-17Stochastic calculus
Itô and friends
2019-09-19
– 2021-08-31Gaussian processes
2016-08-07
– 2021-06-23Backward stochastic differential equations
2019-09-19
– 2021-06-22Stochastic differential equations
2019-09-19
– 2021-06-22Transforms of random variates
2020-06-04
– 2021-05-14Stochastic Taylor expansion
Polynomial approximations of small randomnesses, Itô’s lemma
2020-10-15
– 2021-05-14Chaos expansions
Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc
2020-05-21
– 2021-02-15Branching processes
2014-08-18
– 2020-02-07Infinitesimal generators
Generators of the transition semi-group, connection to Kolmogorov forward equations
2017-05-29
– 2020-02-05Poisson point processes
2019-10-14
– 2020-01-29Sparse stochastic processes identification and sampling
Discrete sample representation of sparse continuous stochastic processes
2018-11-22
– 2018-10-29Dynamical systems
2016-04-26
– 2016-07-27