SnapMMD fits SDEs to snapshot data by minimizing MMD between predicted and observed state-time distributions, enabling forecasting and state-dependent volatility inference.
A complete characterization of identifiability in more general settings is beyond the scope of this work and constitutes an important direction for future research
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Oh SnapMMD! Forecasting Stochastic Dynamics Beyond the Schr\"odinger Bridge's End
SnapMMD fits SDEs to snapshot data by minimizing MMD between predicted and observed state-time distributions, enabling forecasting and state-dependent volatility inference.