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08/04/2023
Generative Modelling of Lévy Area for High Order SDE Simulation
It is well known that, when numerically simulating solutions to SDEs, ac...
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07/22/2023
Reachability Aware Capture Regions with Time Adjustment and Cross-Over for Step Recovery
For humanoid robots to live up to their potential utility, they must be ...
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10/31/2022
High order splitting methods for SDEs satisfying a commutativity condition
In this paper, we introduce a new simple approach to developing and esta...
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05/27/2021
Efficient and Accurate Gradients for Neural SDEs
Neural SDEs combine many of the best qualities of both RNNs and SDEs, an...
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04/14/2021
Improving Optimal Power Flow Relaxations Using 3-Cycle Second-Order Cone Constraints
This paper develops a novel second order cone relaxation of the semidefi...
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03/25/2021
Realistic Differentially-Private Transmission Power Flow Data Release
For the modeling, design and planning of future energy transmission netw...
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02/19/2021
Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
We study approximations for the Lévy area of Brownian motion which are b...
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02/06/2021
Neural SDEs as Infinite-Dimensional GANs
Stochastic differential equations (SDEs) are a staple of mathematical mo...
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01/10/2021
The shifted ODE method for underdamped Langevin MCMC
In this paper, we consider the underdamped Langevin diffusion (ULD) and ...
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09/17/2020
Neural CDEs for Long Time Series via the Log-ODE Method
Neural Controlled Differential Equations (Neural CDEs) are the continuou...
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05/18/2020