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math.NA2024
Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone +1
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discr…
stat.CO2024
Bayesian computation with generative diffusion models by Multilevel Monte Carlo
Abdul-Lateef Haji-Ali, Marcelo Pereyra, Luke Shaw +1
Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a…