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Bayesian Learning via Neural Schrödinger-Föllmer Flows

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Interpolating between BSDEs and PINNs – deep learning for elliptic and parabolic boundary value problems

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Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering

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Stein variational gradient descent: many-particle and long-time asymptotics

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Solving high-dimensional parabolic PDEs using the tensor train format

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Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space

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On the geometry of Stein variational gradient descent

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Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart

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Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo

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