Scalable inference in SDEs by direct matching of the Fokker-Planck-Kolmogorov equation (NeurIPS)

Video presentation by Arno Solin, Ella Tamir, and Prakhar Verma for the paper:
Arno Solin, Ella Tamir, and Prakhar Verma (2021). Scalable inference in SDEs by direct matching of the Fokker-Planck-Kolmogorov equation. In Advances in Neural Information Processing Systems 34 (NeurIPS).
📄 arXiv: arxiv.org/abs/2110.15739
💻 code: github.com/AaltoML/scalable-i...

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