1 citations · 1 across the 5 of their papers we have counts for
6 papers
Optimal response for stochastic differential equations in with perturbations on the drift term
Gianmarco Del Sarto, Franco Flandoli, Stefano Galatolo +2
We study stochastic differential equations on the -dimensional flat torus with drift and perturbation coefficients in and…
Divergence-kernel method for linear responses of densities and generative models
Angxiu Ni
We derive the divergence-kernel formula for the linear response of random dynamical systems. Specifically, the pathwise expression is for the parameter-derivative of the marginal o…
Divergence-Kernel method for scores of random systems
Angxiu Ni
We derive the divergence-kernel formula for the scores of random dynamical systems, then formally pass to the continuous-time limit of SDEs. Our formula works for multiplicative no…
Adjoint path-kernel method for backpropagation and data assimilation in unstable diffusions
Angxiu Ni
We derive the adjoint path-kernel method for computing parameter-gradients (linear responses) of SDEs. Its cost is almost independent of the number of parameters, and it works for…
Path-Kernel Method for Differentiating Unstable Diffusions
Angxiu Ni
We derive and prove the path-kernel formula for the linear response (parameter-derivative of averaged statistics) of SDEs. The parameter may affect the drift coefficient, the diffu…
Optimal Response for Hyperbolic Systems by the fast adjoint response method
Stefano Galatolo, Angxiu Ni
In a uniformly hyperbolic system, we consider the problem of finding the optimal infinitesimal perturbation to apply to the system, from a certain set of feasible ones, to maxi…