Reverse Fokker-Planck
Chapter 21: Fokker-Planck and Distribution Dynamics — Reverse-Time Fokker-Planck
From the book
Chapter 21: Fokker-Planck and Distribution Dynamics. In the chapter mind map this icon labels Reverse-Time Fokker-Planck. The discussion below is excerpted and lightly edited from § Reverse-Time Fokker-Planck in Mathematics for AI and Machine Learning.
Reversing time in the forward SDE yields a reverse-time Fokker–Planck equation. For the reverse SDE (the matrix chapter):
What this drawing shows
What you see. Gray noise mass fixed; red score arrows $\nabla\log p$ grow toward blue structured modes, reconstructing density under reverse-time dynamics.
In the mind map. Chapter 21 — Reverse-Time Fokker-Planck. See From the book above for definitions, figures, and worked examples.
Where to read next
Read the full definitions, figures, and worked examples in Chapter 21: Fokker-Planck and Distribution Dynamics — see the mind-map node Reverse-Time Fokker-Planck.