PetrMokrov/Large-Scale-Wasserstein-Gradient-Flows

Source code for Large-Scale Wasserstein Gradient Flows (NeurIPS 2021)

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This project helps researchers and practitioners in machine learning and statistics efficiently model and simulate complex probability distributions, especially those evolving over time (like diffusion processes). It takes in data that describes a system's initial state or known properties and outputs an approximation of how its probability distribution changes or settles over time. It's designed for quantitative analysts, machine learning engineers, and computational scientists working with stochastic processes.

No commits in the last 6 months.

Use this if you need to accurately approximate complex, high-dimensional probability distributions or simulate diffusion processes and Fokker-Planck equations at scale.

Not ideal if you are looking for a simple, out-of-the-box solution for basic statistical modeling without needing to delve into advanced computational methods.

computational-statistics machine-learning-research stochastic-modeling probability-distribution-fitting diffusion-processes
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 8 / 25
Maturity 16 / 25
Community 13 / 25

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Stars

42

Forks

6

Language

Jupyter Notebook

License

MIT

Last pushed

May 08, 2022

Commits (30d)

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