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Neural Galerkin Normalizing Flows for Bayesian inference of diffusions

The paper introduces a method for Bayesian inference on diffusion model parameters using neural Galerkin normalizing flows. It addresses the challenge of inaccessible boundaries in diffusion processes by combining normalizing flows with a Galerkin approximation.

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7 days ago
Neural Galerkin Normalizing Flows for Bayesian inference of diffusions — AIBriefs