Computing high-dimensional invariant distributions from noisy data
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Cites work
- Computing the invariant distribution of randomly perturbed dynamical systems using deep learning
- Data-driven discovery of governing equations for fluid dynamics based on molecular simulation
- Deterministic Nonperiodic Flow
- Handbook of stochastic methods for physics, chemistry and natural sciences.
- Random Perturbations of Dynamical Systems
- Solving inverse stochastic problems from discrete particle observations using the Fokker-Planck equation and physics-informed neural networks
Cited in
(5)- DeepParticle: learning invariant measure by a deep neural network minimizing Wasserstein distance on data generated from an interacting particle method
- Weak collocation regression method: fast reveal hidden stochastic dynamics from high-dimensional aggregate data
- DynGMA: a robust approach for learning stochastic differential equations from data
- Score-based physics-informed learning framework for stochastic dynamics
- Score-based physics-informed neural networks for high-dimensional Fokker-Planck equations
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