Parametric Fokker-Planck equation
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Abstract (arXiv)
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example and numerical examples are presented.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). First posted on arXiv 24 Mar 2019.
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