Broadly Applicable Approximate MCMC for Switching Stochastic Differential Equations Using Uniformization and Time-Conditioned Factorized Neural Likelihood Estimation
arXiv:2610.10194v1 Announce Type: new Abstract: Switching stochastic differential equations (SSDEs) describe continuous-time dynamics whose parameters switch according to a latent regime process that follows a continuous-time Markov chain (CTMC). By allowing dynamics to change between regimes, SSDE…
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