Releases: riberaborrell/sde-importance-sampling
Releases · riberaborrell/sde-importance-sampling
v1.0.0
v0.1.0
importance sampling strategies for metastable diffusion processes
- Monte Carlo sampling
- Adapted metadynamics algorithm for path dependent problems
- Finite differences solver of the associated HJB equation
- Importance sampling given a control (null, random, meta, hjb)
- Related stochastic optimization control (SOC) problem with different control representations (ansatz type and neural networks) and different initializations (null, random, meta, hjb)