no code implementations • 5 Feb 2024 • Martin Eigel, Charles Miranda
A novel approach to approximate solutions of Stochastic Differential Equations (SDEs) by Deep Neural Networks is derived and analysed.
no code implementations • 6 Nov 2023 • Charles Miranda, Janina Schütte, David Sommer, Martin Eigel
We sample from a given target distribution by constructing a neural network which maps samples from a simple reference, e. g. the standard normal distribution, to samples from the target.