franciscovargas / ControlledFollmerDrift

Controlled Follmer Drift Implementation for Blackbox Approximate Bayesian Inference
MIT License
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Implement Duvenauds stick the landing estimator for SFS #3

Open franciscovargas opened 3 years ago

franciscovargas commented 3 years ago

In the paper https://arxiv.org/pdf/2102.06559.pdf by Duvenauds group we want to implement the STL trick in Eq 12 page 5 as an alternative to our current direct KL divergence minimisation