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A Splitting Method for SDE Terminal-Law Estimation

Gupta, Rushil et al.
arXiv (OAI Expanded) · Papers
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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. Given a fixed simulation budget, a reasonable way
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