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Interacting Particle Solutions of Fokker–Planck Equations Through Gradient–Log–Density Estimation

Fokker–Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment only in limited settings, and often it is inevitable to res...

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Detalles Bibliográficos
Autores principales: Maoutsa, Dimitra, Reich, Sebastian, Opper, Manfred
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517374/
https://www.ncbi.nlm.nih.gov/pubmed/33286573
http://dx.doi.org/10.3390/e22080802