{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,18]],"date-time":"2026-03-18T03:28:52Z","timestamp":1773804532701,"version":"3.50.1"},"reference-count":0,"publisher":"Association for the Advancement of Artificial Intelligence (AAAI)","issue":"34","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["AAAI"],"abstract":"<jats:p>This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from N independent trajectories. We propose a neural network-based estimator and derive a non-asymptotic convergence rate, decomposed into a training error, an approximation error, and a diffusion-related term scaling as log N\/N. For compositional drift functions, we establish an explicit rate. In the numerical experiments, we consider a drift function with local fluctuations generated by a double-layer compositional structure featuring local oscillations, and show that the empirical convergence rate becomes independent of the input dimension d. Compared to the B-spline method, the neural network estimator achieves better convergence rates and more effectively captures local features, particularly in higher-dimensional settings.<\/jats:p>","DOI":"10.1609\/aaai.v40i34.40111","type":"journal-article","created":{"date-parts":[[2026,3,18]],"date-time":"2026-03-18T02:28:39Z","timestamp":1773800919000},"page":"28778-28785","source":"Crossref","is-referenced-by-count":0,"title":["Drift Estimation for Diffusion Processes Using Neural Networks Based on Discretely Observed Independent Paths"],"prefix":"10.1609","volume":"40","author":[{"given":"Yuzhen","family":"Zhao","sequence":"first","affiliation":[]},{"given":"Yating","family":"Liu","sequence":"additional","affiliation":[]},{"given":"Marc","family":"Hoffmann","sequence":"additional","affiliation":[]}],"member":"9382","published-online":{"date-parts":[[2026,3,14]]},"container-title":["Proceedings of the AAAI Conference on Artificial Intelligence"],"original-title":[],"link":[{"URL":"https:\/\/ojs.aaai.org\/index.php\/AAAI\/article\/download\/40111\/44072","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/ojs.aaai.org\/index.php\/AAAI\/article\/download\/40111\/44072","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,3,18]],"date-time":"2026-03-18T02:28:40Z","timestamp":1773800920000},"score":1,"resource":{"primary":{"URL":"https:\/\/ojs.aaai.org\/index.php\/AAAI\/article\/view\/40111"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026,3,14]]},"references-count":0,"journal-issue":{"issue":"34","published-online":{"date-parts":[[2026,3,17]]}},"URL":"https:\/\/doi.org\/10.1609\/aaai.v40i34.40111","relation":{},"ISSN":["2374-3468","2159-5399"],"issn-type":[{"value":"2374-3468","type":"electronic"},{"value":"2159-5399","type":"print"}],"subject":[],"published":{"date-parts":[[2026,3,14]]}}}