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We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs).
An inequality of the Hölder type, connected with Stieltjes integration
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Solving Ordinary Differential Equations II , volume 14 of Springer Series in Computational Mathematics
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Wong-Zakai approximations for stochastic differential equations
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Differential equations driven by rough signals
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Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes
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Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations
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Multidimensional stochastic processes as rough paths: theory and applications , volume 120
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Adaptive subgradient methods for online learning and stochastic optimization
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Riemann manifold Langevin and Hamiltonian Monte Carlo methods
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A Course on Rough Paths
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Ma, Y.-A., Chen, T., and Fox, E · 2015
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Rezende, D. J. and Mohamed, S · 2015
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