most citedAdaptive Resolution Inference (ARI): Energy-Efficient Machine Learning for Internet of Things

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math.PR2022

A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations

Ziheng Wang, Justin Sirignano

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently propos…