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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Updated
Jun 11, 2024 - Jupyter Notebook