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  1. Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

    Python 334 18

  2. PyTorch implementation of Bidirectional Monte Carlo, Annealed Importance Sampling, and Hamiltonian Monte Carlo

    Python 32 5

74 contributions in the last year

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Activity overview
Contributed to lxuechen/lxuechen_utils, google-research/torchsde, lxuechen/BDMC and 5 other repositories
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Contribution activity

July 2020

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