rareflow

rareflow-package

Tools for variational inference, rare-event estimation,
Girsanov tilting, and Freidlin–Wentzell quasi-potentials.

internal

Variational flow-based methods for modeling rare events using
Kullback–Leibler (KL) divergence, normalizing flows, Girsanov change of
measure, and Freidlin–Wentzell action functionals. The package provides
tools for rare-event inference, minimum-action paths, and quasi-potential
computation in stochastic dynamical systems. Methods are based on
Rezende and Mohamed (2015) <doi:10.48550/arXiv.1505.05770>,
Girsanov (1960) <doi:10.1137/1105027>,
and Freidlin and Wentzell (2012, ISBN:978-0387955477).

Pietro Piu

Variational Flow-Based Inference for Rare Events and Large
Deviations

rareflow-package function

Maintainer: Pietro Piu <a href="/link/pietro.piu.si%40gmail.com?package=rareflow&version=0.1.0" data-mini-rdoc="rareflow::pietro.piu.si@gmail.com">pietro.piu.si@gmail.com</a>

Author

rareflow: Rare-event modeling with normalizing flows — rareflow-package

Maintainer: Pietro Piu <a href='mailto:pietro.piu.si@gmail.com'>pietro.piu.si@gmail.com</a>

rareflow-package: rareflow: Rare-event modeling with normalizing flows

Description

Arguments

Author