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04/26/2023
A mean-field games laboratory for generative modeling
In this paper, we demonstrate the versatility of mean-field games (MFGs)...
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02/14/2023
Transport map unadjusted Langevin algorithms
Langevin dynamics are widely used in sampling high-dimensional, non-Gaus...
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10/07/2021
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
We discuss approaches to computing eigenfunctions of the Ornstein–Uhlenb...
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08/18/2021