Probability flow solution of the Fokker–Planck equation
The method of choice for integrating the time-dependent Fokker–Planck equation (FPE) in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation (SDE). Here, we study an alternative scheme based on integrating an ordinary differential...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2023-01-01
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| Series: | Machine Learning: Science and Technology |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/2632-2153/ace2aa |