Department of Mathematics, King’s College London, London, United Kingdom.; Department of Mathematics, Oxford University, Oxford, United Kingdom.; The Alan Turing Institute, London, United Kingdom.; Department of Mathematics, Imperial College London, London, United Kingdom.
Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
Neural SDEs;score-based generative models;signature kernels;time series
Non-adversarial training of Neural SDEs with signature kernel scores