1 citations · 2 across the 3 of their papers we have counts for
3 papers
Dynamical Measure Transport and Neural PDE Solvers for Sampling
Jingtong Sun, Julius Berner, Lorenz Richter +4
The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we…
Fast and Unified Path Gradient Estimators for Normalizing Flows
Lorenz Vaitl, Ludwig Winkler, Lorenz Richter +1
Recent work shows that path gradient estimators for normalizing flows have lower variance compared to standard estimators for variational inference, resulting in improved training.…
From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs
Lorenz Richter, Leon Sallandt, Nikolas Nüsken
The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called cur…