# sigker-nsdes

This library is the accompanying code for the paper "Non-adversarial training of Neural SDEs with signature kernel scores". 

## Navigating the library 

Each of the experiments in the paper can be run from the three notebooks within the /notebooks sub-directory:
1. Unconditional training of NSDEs: see the notebook <code>unconditional_nsde.ipynb</code>. 
2. Conditional training of NSDEs: see the notebook <code>conditional_nsde.ipynb</code>. 
3. Unconditional training of NSPDEs: see the notebook <code>unconditional_nspde.ipynb</code>. 

Accompanying each of the above is an associated validation notebook, which contains the code used to generate the figures
and statistics seen in the paper.