Derives and proves a path-kernel formula for linear response in SDEs via path bundle comparison and provides a pathwise Monte Carlo algorithm tested on 40D noisy Lorenz-96.
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Path-Kernel Method for Differentiating Unstable Diffusions
Derives and proves a path-kernel formula for linear response in SDEs via path bundle comparison and provides a pathwise Monte Carlo algorithm tested on 40D noisy Lorenz-96.