Generating Sparse Stochastic Processes
Leello Tadesse Dadi

Meeting • 24 September 2019

Abstract
The sparse stochastic process framework allows one to model signals as solutions of stochastic differential equations of the form Ls = w. We will see than any signal modelled in this way can be approximated by computer friendly signals that solve the same differential equation. We will then propose an efficient method for generating these computer friendly signals so practitioners can simulate arbitrarily close approximations of s when Ls=w.