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

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. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn...

arXiv CS 6d ago

When can a neural operator replace a coarse solve? Architectural principles for two-level preconditioning

arXiv:2605.19867v2 Announce Type: replace Abstract: Neural operators are increasingly used as accelerators inside classical numerical methods, but it is rarely clear which architectural ingredients matter for which application. We answer this question for one important use case: the coarse-space correction inside a two-level preconditioner for discretised linear partial differential equations.

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Practical Aspects on Solving Differential Equations Using Deep Learning: A Primer

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