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Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation
We achieve this by formulating a continuous-time interacting particle system which can be seen as a Langevin diffusion over an extended state space of parameters and latent variables.
$Φ$-DVAE: Physics-Informed Dynamical Variational Autoencoders for Unstructured Data Assimilation
To address these shortcomings, in this paper we develop a physics-informed dynamical variational autoencoder ($\Phi$-DVAE) to embed diverse data streams into time-evolving physical systems described by differential equations.
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