Coordinated Science Laboratory, University of Illinois Urbana-Champaign; Inria, Ecole Normale Supérieure, PSL Research University, Paris, France; Inria, CNRS, Ecole Normale Supérieure, PSL Research University, Paris, France
Anant Raj, Umut Simsekli, Alessandro Rudi
Kernel Methods;Sampling;Fokker-Planck Equation;Fractional Fokker-Planck Equation;Stochastic Differential Equations;Partial Differential Equations
Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models