Principled Model Selection for Stochastic Dynamics.
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DOI: 10.1103/ltdt-hvh7
Abstract: Complex dynamical systems, from macromolecules to ecosystems, are often modeled by stochastic differential equations. To learn such models from data, a common approach involves sparse selection among a large function library. However, we show that… read more here.
Keywords: model selection; selection stochastic; principled model; model ... See more keywords