arXiv Machine Learning By Li Zeng, Xiaoliang Wan, Yaobin Wang, Fabio Nobile, Tao Zhou

A transition-density-based operator learning method for Fokker-Planck equations with various initial conditions

Read the original on arXiv Machine Learning →

arXiv:2606. 09434v2 Announce Type: replace Abstract: Solving Fokker-Planck equations (FPEs) for multiple initial conditions typically requires repeated computations, leading to substantial computational costs.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 30

Neural Galerkin Normalizing Flow for Transition Probability Density Functions of Diffusion Models

arXiv:2603. 18907v2 Announce Type: replace Abstract: We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass.

By Riccardo Saporiti, Fabio Nobile
Hugging Face Trending Papers
Jun 3

Neural Galerkin Normalizing Flows for Bayesian Inference of Diffusions with Inaccessible Boundaries

One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn the transition density function of the diffusion process between two observation times.

arXiv Machine Learning
Jun 4

Neural Galerkin Normalizing Flows for Bayesian Inference of Diffusions with Inaccessible Boundaries

arXiv:2606. 04324v1 Announce Type: new Abstract: One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function.

By Riccardo Saporiti, Fabio Nobile