Vasily Ilin, University of Washington
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PDL C-401
The usual approach to solving the heat equation and its various Fokker-Planck friends is SDE Monte Carlo simulation. In this talk we will see a (mostly) deterministic algorithm that relies on approximating the gradient-log pdf. The talk will feature a little bit of everything except AG: PDEs, optimal transport, probability, neural networks, and algorithms.
Zoom Link: https://washington.zoom.us/j/92849568892