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Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation

29 May 2024

Papers citing "Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation"

27 / 27 papers shown

Title
Failure-informed adaptive sampling for PINNs, Part II: combining with re-sampling and subset simulation Zhi-Hao Gao Tao Tang Liang Yan Tao Zhou 83 21 0 03 Feb 2023
$Adaptive deep density approximation for fractional Fokker-Planck equations$ Adaptive deep density approximation for fractional Fokker-Planck equations Li Zeng Xiaoliang Wan Tao Zhou 61 5 0 26 Oct 2022
Residual-Quantile Adjustment for Adaptive Training of Physics-informed Neural Network Jiayue Han Zhiqiang Cai Zhiyou Wu Xiang Zhou 92 7 0 09 Sep 2022
Weak Collocation Regression method: fast reveal hidden stochastic dynamics from high-dimensional aggregate data Liwei Lu Zhijun Zeng Yan Jiang Yi Zhu Pipi Hu 53 4 0 06 Sep 2022
Neural Galerkin Schemes with Active Learning for High-Dimensional Evolution Equations Joan Bruna Benjamin Peherstorfer Eric Vanden-Eijnden 61 67 0 02 Mar 2022
Computing the Invariant Distribution of Randomly Perturbed Dynamical Systems Using Deep Learning Bo Lin Qianxiao Li W. Ren 81 9 0 22 Oct 2021
Stationary Density Estimation of Itô Diffusions Using Deep Learning Yiqi Gu J. Harlim Senwei Liang Haizhao Yang 50 12 0 09 Sep 2021
Characterizing possible failure modes in physics-informed neural networks Aditi S. Krishnapriyan A. Gholami Shandian Zhe Robert M. Kirby Michael W. Mahoney PINN AI4CE 114 640 0 02 Sep 2021
Sparse approximation of triangular transports. Part II: the infinite dimensional case Jakob Zech Youssef Marzouk 59 19 0 28 Jul 2021
Adaptive deep density approximation for Fokker-Planck equations Keju Tang Xiaoliang Wan Qifeng Liao 74 39 0 20 Mar 2021
An Introduction to Deep Generative Modeling Lars Ruthotto E. Haber AI4CE 100 228 0 09 Mar 2021
A Koopman framework for rare event simulation in stochastic differential equations Benjamin J. Zhang Tuhin Sahai Youssef Marzouk 21 15 0 18 Jan 2021
Score-Based Generative Modeling through Stochastic Differential Equations Yang Song Jascha Narain Sohl-Dickstein Diederik P. Kingma Abhishek Kumar Stefano Ermon Ben Poole DiffM SyDa 341 6,480 0 26 Nov 2020
VAE-KRnet and its applications to variational Bayes Xiaoliang Wan Shuangqing Wei BDL DRL 58 13 0 29 Jun 2020
Coupling-based Invertible Neural Networks Are Universal Diffeomorphism Approximators Takeshi Teshima Isao Ishikawa Koichi Tojo Kenta Oono Masahiro Ikeda Masashi Sugiyama 56 113 0 20 Jun 2020
Decision-Making with Auto-Encoding Variational Bayes Romain Lopez Pierre Boyeau Nir Yosef Michael I. Jordan Jeffrey Regier BDL 407 10,591 0 17 Feb 2020
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 98 115 0 12 Sep 2019
Neural Spline Flows Conor Durkan Artur Bekasov Iain Murray George Papamakarios DRL 178 775 0 10 Jun 2019
Sum-of-Squares Polynomial Flow P. Jaini Kira A. Selby Yaoliang Yu TPM 59 143 0 07 May 2019
Flow++: Improving Flow-Based Generative Models with Variational Dequantization and Architecture Design Jonathan Ho Xi Chen A. Srinivas Yan Duan Pieter Abbeel DRL 82 449 0 01 Feb 2019
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 71 156 0 24 Jul 2018
Methodological and computational aspects of parallel tempering methods in the infinite swapping limit Jianfeng Lu Eric Vanden-Eijnden 18 9 0 19 Dec 2017
The Deep Ritz method: A deep learning-based numerical algorithm for solving variational problems E. Weinan Ting Yu 121 1,387 0 30 Sep 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 89 301 0 12 Jul 2017
Faster Eigenvector Computation via Shift-and-Invert Preconditioning Dan Garber Laurent Dinh Chi Jin Jascha Narain Sohl-Dickstein Samy Bengio Praneeth Netrapalli Aaron Sidford 266 3,702 0 26 May 2016
Variational Inference with Normalizing Flows Danilo Jimenez Rezende S. Mohamed DRL BDL 313 4,182 0 21 May 2015
Transport map accelerated Markov chain Monte Carlo M. Parno Youssef Marzouk OT 99 161 0 17 Dec 2014