Scalable inference in SDEs by direct matching of the Fokker–Planck–Kolmogorov equation (NeurIPS)
Channel: ArnoSolin
Date: 2022-01-02

Video presentation by Arno Solin, Ella Tamir, and Prakhar Verma for the paper:
Arno Solin, Ella Tamir, and Prakhar Verma (2021). Scalable inference in SDEs by direct matching of the Fokker–Planck–Kolmogorov equation. In Advances in Neural Information Processing Systems 34 (NeurIPS).
📄 arXiv: https://arxiv.org/abs/2110.15739
💻 code: https://github.com/AaltoML/scalable-inference-in-SDEs