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English(EN) Deep operator learning for efficient sampling from invariant measures of stochastic differential equations

新型算子学习方法加速SDE采样

研究人员开发了一种新颖的方法,通过将算子学习与流方法相结合,从随机微分方程(SDE)的不变测度中进行高效采样。该方法训练一个神经采样器,将SDE系数函数映射到所需的不变测度,在初始训练阶段后显著降低新实例的成本。该框架利用拉格朗日轨迹传感器和交叉注意力机制来处理高维问题,与传统的MCMC方法相比,在准确性和速度方面均具有竞争力,尤其是在混合缓慢的SDE方面。 AI

影响 这项研究可以加速涉及复杂随机系统的科学模拟和分析。

排序理由 该集群包含一篇详细介绍数值分析新方法的学术论文。[lever_c_demoted from research: ic=1 ai=0.7]

在 arXiv cs.LG 阅读 →

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新型算子学习方法加速SDE采样

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该集群包含一篇详细介绍数值分析新方法的学术论文。[lever_c_demoted from research: ic=1 ai=0.7]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Lin Guo, Li Lei, Jingtong Zhang ·

    用于从随机微分方程不变测度进行有效采样的深度算子学习

    arXiv:2609.11376v1 Announce Type: cross Abstract: We introduce an amortized neural sampler that combines operator learning with flow methods for sampling. It maps SDE coefficient functions to pushforwards from a reference measure to the invariant measures, enabling efficient samp…