Proves PAC consistency and explicit convergence rates for learned transport integrated (LtI) quadrature using neural ODE flows for general targets and empirical quantile maps for product targets.
Ernst, Hanno Gottschalk, Toni Kowalewitz, and Patrick Kr¨ uger.Learning to Integrate
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Consistency of Learned Sparse Grid Quadrature Rules using NeuralODEs
Proves PAC consistency and explicit convergence rates for learned transport integrated (LtI) quadrature using neural ODE flows for general targets and empirical quantile maps for product targets.