Scalable Inference in SDEs by Direct Matching of the
Fokker-Planck-Kolmogorov Equation

Scalable Inference in SDEs by Direct Matching of the Fokker-Planck-Kolmogorov Equation

29 October 2021

Arno Solin

Papers citing "Scalable Inference in SDEs by Direct Matching of the Fokker-Planck-Kolmogorov Equation"

12 / 12 papers shown

Title
Latent Space Energy-based Neural ODEs Sheng Cheng Deqian Kong Jianwen Xie Kookjin Lee Ying Nian Wu Yezhou Yang DiffM 194 1 0 05 Sep 2024
Fully Bayesian Differential Gaussian Processes through Stochastic Differential Equations Jian Xu Zhiqi Lin Min Chen Junmei Yang Delu Zeng John Paisley 35 0 0 12 Aug 2024
Learning to Approximate Particle Smoothing Trajectories via Diffusion Generative Models Ella Tamir Arno Solin DiffM 39 0 0 01 Jun 2024
DynGMA: a robust approach for learning stochastic differential equations from data Aiqing Zhu Qianxiao Li OOD DiffM 27 3 0 22 Feb 2024
Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs Ignace Bossuyt Stefan Vandewalle Giovanni Samaey 18 2 0 17 Oct 2023
Data-driven Modeling and Inference for Bayesian Gaussian Process ODEs via Double Normalizing Flows Jian Xu Shian Du Junmei Yang Xinghao Ding John Paisley Delu Zeng 23 0 0 17 Sep 2023
Sampling-Free Probabilistic Deep State-Space Models Andreas Look M. Kandemir Barbara Rakitsch Jan Peters 23 2 0 15 Sep 2023
Cheap and Deterministic Inference for Deep State-Space Models of Interacting Dynamical Systems Andreas Look M. Kandemir Barbara Rakitsch Jan Peters BDL 38 6 0 02 May 2023
Modulated Neural ODEs I. Auzina Çağatay Yıldız Sara Magliacane Matthias Bethge E. Gavves 35 5 0 26 Feb 2023
Neural Continuous-Discrete State Space Models for Irregularly-Sampled Time Series Abdul Fatir Ansari Alvin Heng Andre Lim Harold Soh BDL AI4TS 36 15 0 26 Jan 2023
Self-Consistency of the Fokker-Planck Equation Zebang Shen Zhenfu Wang Satyen Kale Alejandro Ribeiro Aim Karbasi Hamed Hassani 26 17 0 02 Jun 2022
Learning Interacting Dynamical Systems with Latent Gaussian Process ODEs Çağatay Yıldız M. Kandemir Barbara Rakitsch 57 11 0 24 May 2022