The paper shows that a simple L2 weight constraint suffices to enforce the regularity conditions needed for the existing risk bound, and demonstrates the approach on a simulated 2D diffusion.
and Taylor, J.M.: Stochastic functional data analysis: A diffusion model-based approach
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Neural Drift Estimation for Ergodic Diffusions: Non-parametric Analysis and Numerical Exploration
The paper shows that a simple L2 weight constraint suffices to enforce the regularity conditions needed for the existing risk bound, and demonstrates the approach on a simulated 2D diffusion.