# Parametric Fokker-Planck equation

arXiv: https://arxiv.org/abs/1903.10076 · HTML: https://mlsanity.com/paper/1903.10076/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Mar 2019.

## Built on by (most cited first, 1 of 1)

- [Efficient Natural Gradient Descent Methods for Large-Scale PDE-Based Optimization Problems](https://mlsanity.com/paper/2202.06236/) (2022)

## 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.