A Splitting Method for SDE Terminal-Law Estimation
This story is from 2026-09-14. It is preserved in the archive; the latest stories are on the live feed.
arXiv:2609.12513v1 Announce Type: new Abstract: In many settings involving stochastic differential equations, including in diffusion based generative AI, our aim is to accurately generate samples from a terminal distribution. Typically, this is done by generating i.i.d. samples of diffusion paths.…
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- 2026-09-14 04:00 · arXiv stat.ML
A Splitting Method for SDE Terminal-Law Estimation
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