Главная
Study mode:
on
You
History
Saved
In progress 0 courses
compleat 0 courses
#Art & Design #Adobe #ChatGPT #GitHub

#Stochastic Differential Equation

Showing: 40 courses
Banach Center

Global Approximation of SDEs Driven by Countably Dimensional Wiener Process

0 rewiews
Zgłęb globalne przybliżenie równań różniczkowych stochastycznych napędzanych przeliczalnie wymiarowym procesem Wienera.
Add to list
1 Lesons
27 minutes
On-Demand
Free-Video
Fields Institute

Deeply Learning Derivatives - From Hilbert to Riskfuel

0 rewiews
Explore advanced derivatives pricing using deep learning, from Hilbert's 13th problem to modern neural networks for valuing high-dimensional contingent claims in quantitative finance.
Add to list
24 Lesons
59 minutes
On-Demand
Free-Video
Fields Institute

Arbitrage-Free Neural-SDE Market Models

0 rewiews
Explore neural-SDE market models for arbitrage-free pricing, combining machine learning with stochastic differential equations in quantitative finance.
Add to list
1 Lesons
1 hour
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models

0 rewiews
Explore advanced risk management techniques for option books using arbitrage-free neural-SDE market models, covering nonparametric modeling, inference, and hedging strategies with real-world applications.
Add to list
1 Lesons
54 minutes
On-Demand
Free-Video
ICTP Mathematics

A Controllability Approach to SDEs Driven by Degenerate Noises and Applications to Networks of Oscillators

0 rewiews
Explore stochastic differential equations with degenerate noise, focusing on controllability and applications to oscillator networks. Gain insights into exponential mixing and solid controllability.
Add to list
10 Lesons
43 minutes
On-Demand
Free-Video
Hausdorff Center for Mathematics

On Yuansi Chen's Work on the KLS Conjecture III

0 rewiews
Explores recent progress on the KLS conjecture in high-dimensional geometry, focusing on Eldan's Stochastic Localization technique and its implications for the slicing problem.
Add to list
8 Lesons
47 minutes
On-Demand
Free-Video
Hausdorff Center for Mathematics

On Yuansi Chen's Work on the KLS Conjecture I

0 rewiews
Explore the KLS conjecture in high-dimensional geometry, its implications for Bourgain's slicing problem, and recent progress using Eldan's Stochastic Localization technique.
Add to list
10 Lesons
46 minutes
On-Demand
Free-Video
Hausdorff Center for Mathematics

On Yuansi Chen's Work on the KLS Conjecture II

0 rewiews
Explores recent progress on the KLS conjecture in high-dimensional geometry, focusing on Yuansi Chen's work and Eldan's Stochastic Localization technique. Discusses implications for Bourgain's slicing problem.
Add to list
1 Lesons
46 minutes
On-Demand
Free-Video
Hausdorff Center for Mathematics

Entropy Techniques for Nonlinear Partial Differential Equations - A Few Examples

0 rewiews
Explore entropy techniques for nonlinear PDEs, focusing on Fokker-Planck equations. Learn applications in polymeric fluids, molecular dynamics, and high-dimensional algorithms.
Add to list
1 Lesons
1 hour 5 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Speeding up Langevin Dynamics by Mixing

0 rewiews
Explore a method to accelerate Langevin dynamics using mixing drift, improving convergence to stationary distribution in polynomial time for systems with multiple local minima.
Add to list
1 Lesons
1 hour 1 minute
On-Demand
Free-Video
Fields Institute

Sequential Change-point Detection in Stochastic Differential Equations

0 rewiews
Explore advanced techniques for detecting change-points in stochastic differential equations, focusing on sequential methods and their applications in statistical analysis.
Add to list
1 Lesons
48 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Deep Solver for Jumps in Backward Stochastic Differential Equations - Lecture

0 rewiews
Innovative extension of deep solver for FBSDEs with jumps, using neural networks to tackle high-dimensional problems in option pricing and counterparty credit risk.
Add to list
1 Lesons
59 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Extreme Value Theory and Poisson Statistics for Stochastic Differential Equations

0 rewiews
Explore extreme event distributions in stochastic processes using transfer operators and spectral analysis techniques for Stochastic Differential Equations.
Add to list
1 Lesons
49 minutes
On-Demand
Free-Video
Valence Labs

Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations

0 rewiews
Explore score-based generative modeling for graphs using stochastic differential equations. Learn about graph diffusion, forward and reverse processes, and applications in molecule generation.
Add to list
11 Lesons
1 hour 7 minutes
On-Demand
Free-Video
Valence Labs

Likelihood Training of Schrödinger Bridge Using Forward-Backward SDEs Theory

0 rewiews
Explore likelihood training of Schrödinger Bridge using Forward-Backward SDEs theory for deep generative modeling, offering mathematical flexibility and optimization principles.
Add to list
8 Lesons
1 hour 8 minutes
On-Demand
Free-Video
Centre International de Rencontres Mathématiques

Numerical Methods for SDEs with Singular Coefficients - Lecture 3

0 rewiews
Explore numerical methods for SDEs with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain, focusing on cutting-edge techniques and applications.
Add to list
1 Lesons
1 hour 31 minutes
On-Demand
Free-Video
Centre International de Rencontres Mathématiques

Numerical Methods for SDEs with Singular Coefficients - Lecture 1

0 rewiews
Explore numerical methods for stochastic differential equations with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain.
Add to list
1 Lesons
1 hour 34 minutes
On-Demand
Free-Video
Centre International de Rencontres Mathématiques

Numerical Methods for SDEs with Singular Coefficients - Lecture 2

0 rewiews
Explore numerical methods for SDEs with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain, focusing on cutting-edge techniques and applications.
Add to list
1 Lesons
1 hour 31 minutes
On-Demand
Free-Video
Probabilistic AI School

SDEs Are All You Need for Latent Variable Models

0 rewiews
Explore stochastic differential equations for latent variable models, focusing on applications in probabilistic AI and machine learning.
Add to list
1 Lesons
1 hour 5 minutes
On-Demand
Free-Video
Centre de recherches mathématiques - CRM

On Strong Solutions of Time Inhomogeneous Itô's Equations with Morrey Diffusion Gradient and Drift - CSMQ Colloquium

0 rewiews
Explore strong solutions of time-dependent Itô's equations with irregular diffusion and drift terms in Morrey spaces, including existence, uniqueness, and related parabolic equations.
Add to list
1 Lesons
1 hour 1 minute
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Thermalization of a Particle in a Magnetic Field - Lecture 4

0 rewiews
Explore thermalization of particles in magnetic fields and gain insights into advanced rough path theory applications in physics.
Add to list
1 Lesons
2 hours 7 minutes
On-Demand
Free-Video
Models of Consciousness Conferences

Quantum Collapse Models and Awareness

0 rewiews
Exploring quantum collapse models as a key to understanding awareness, linking quantum physics with consciousness and integrated information theory.
Add to list
26 Lesons
56 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Lecture 3

0 rewiews
Explore advanced concepts in rough path theory, focusing on applications in physics and stochastic analysis. Gain insights into this powerful mathematical framework.
Add to list
1 Lesons
2 hours 26 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Lecture 2

0 rewiews
Explore advanced mathematical concepts in rough path theory, focusing on applications in physics and stochastic analysis.
Add to list
1 Lesons
2 hours 24 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Course 2: Rough Paths, Combinatorics and Regularity

0 rewiews
Explore rough paths, combinatorics, and regularity in physics, focusing on Brownian motion and its applications in mathematical analysis.
Add to list
1 Lesons
2 hours 12 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Motivations, Sewing Lemma, and Young Integrals - Lecture 1

0 rewiews
Explore rough paths in physics, focusing on motivations, the sewing lemma, and Young integrals. Gain insights into advanced mathematical concepts for physical applications.
Add to list
1 Lesons
2 hours 17 minutes
On-Demand
Free-Video
Inside Livermore Lab

Fokker-Planck-Inverse Reinforcement Learning

0 rewiews
Explore Fokker-Planck-Inverse Reinforcement Learning for revealing agent behavior rationale. Learn about a novel physics-aware algorithm inferring transition and reward functions from observed trajectories.
Add to list
1 Lesons
1 hour 5 minutes
On-Demand
Free-Video
Valence Labs

Gene Regulatory Network Structure and Perturbation Effects Distribution - Simulation and Analysis

0 rewiews
Explore gene regulatory network structure and its impact on perturbation effects. Gain insights into simulating and modeling GRNs for improved understanding of gene expression regulation.
Add to list
5 Lesons
1 hour 45 minutes
On-Demand
Free-Video
MITCBMM

DeepOnet - Learning Nonlinear Operators Based on the Universal Approximation Theorem of Operators

0 rewiews
Learn to approximate nonlinear operators using DeepONet, a neural network architecture based on the universal approximation theorem. Explore applications in differential equations, fluid mechanics, and multiphysics problems.
Add to list
35 Lesons
58 minutes
On-Demand
Free-Video
Valence Labs

Score Matching via Differentiable Physics

0 rewiews
Explore score matching via differentiable physics for inverse problems. Learn about combining physics operators with stochastic differential equations to generate plausible trajectories towards given end states.
Add to list
11 Lesons
1 hour 5 minutes
On-Demand
Free-Video
Valence Labs

Reflected Diffusion Models: Principled Data Constraints in Generative Modeling

0 rewiews
Explore reflected diffusion models for improved image generation. Learn about reversing stochastic differential equations, addressing numerical errors, and incorporating data constraints in principled ways.
Add to list
6 Lesons
55 minutes
On-Demand
Free-Video
Valence Labs

An Optimal Control Perspective on Diffusion-Based Generative Modeling

0 rewiews
Explore optimal control theory's connection to diffusion-based generative modeling. Gain insights into stochastic differential equations, Hamilton-Jacobi-Bellman equations, and novel sampling methods for unnormalized densities.
Add to list
12 Lesons
1 hour 11 minutes
On-Demand
Free-Video
Valence Labs

Transport, Variational Inference and Diffusions

0 rewiews
Explore connections between optimal transport and variational inference, focusing on stochastic differential equations and Girsanov transformations. Discover novel sampling and generative modeling techniques.
Add to list
7 Lesons
58 minutes
On-Demand
Free-Video
Valence Labs

Action Matching: Learning Stochastic Dynamics from Samples

0 rewiews
Explore Action Matching for learning stochastic dynamics from samples. Discover applications in quantum systems, biology, and generative modeling. Gain insights into novel approaches for simulating trajectories.
Add to list
10 Lesons
1 hour 52 minutes
On-Demand
Free-Video
Valence Labs

Stochastic Interpolants: A Unifying Framework for Flows and Diffusions - Lecture

0 rewiews
Explore a unified framework for generative models, bridging flow-based and diffusion-based methods using stochastic interpolants. Learn about probability flow equations, likelihood estimation, and applications in AI for drug discovery.
Add to list
9 Lesons
1 hour 40 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Hessian-Aware Stochastic Differential Equation Modeling of SGD

0 rewiews
Explore a novel SDE model for SGD that incorporates Hessian information, improving accuracy in capturing escaping behaviors and achieving exact recovery for quadratic objectives.
Add to list
1 Lesons
29 minutes
On-Demand
Free-Video
Toronto Machine Learning Series (TMLS)

A Cookbook for Deep Continuous-Time Predictive Models

0 rewiews
Explore deep continuous-time predictive models for irregularly-sampled time series, from feedforward approaches to latent-variable stochastic differential equations.
Add to list
20 Lesons
47 minutes
On-Demand
Free-Video
Centre International de Rencontres Mathématiques

Animal Growth in a Randomly Varying Environment - An Application Study

0 rewiews
Explore animal growth models in random environments, focusing on applications and mathematical analysis of population dynamics and ecology.
Add to list
1 Lesons
51 minutes
On-Demand
Free-Video
Generative Memory Lab

Diffusion Models for Inverse Problems

0 rewiews
Explore advanced techniques for solving inverse problems using diffusion models, focusing on posterior sampling and manifold constraints.
Add to list
1 Lesons
42 minutes
On-Demand
Free-Video
MIT HAN Lab

Diffusion Models in Machine Learning - Lecture 16

0 rewiews
Explore diffusion models in machine learning, covering theory, applications, and efficient implementation techniques for advanced AI image generation.
Add to list
1 Lesons
1 hour 16 minutes
On-Demand
Free-Video