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math.NA2025
An approximation theory for Markov chain compression
Mark Fornace, Michael Lindsey
We develop a framework for the compression of reversible Markov chains with rigorous error control. Given a subset of selected states, we construct reduced dynamics that can be lif…
math.NA2025★ 1 cited
MNE: overparametrized neural evolution with applications to diffusion processes and sampling
Michael Lindsey
We propose a framework for solving evolution equations within parametric function classes, especially ones that are specified by neural networks. We call this framework the minimal…