Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.
time-series knowledge-discovery representation-learning feature-learning interpretability variational-autoencoder unsupervised-machine-learning stochastic-models fractional-brownian-motion brownian-motion autoregressive-models anomalous-diffusion single-trajectory-characterization scaled-brownian-motion
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Jun 11, 2024 - Jupyter Notebook