A carefully regularized neural network trained on the BAR residual recovers Laplace transforms of high-dimensional RBM stationary distributions well enough for near-exact tail-probability inversion up to 30 dimensions.
Deep learning for markov chains: Lyapunov functions, poisson’s equation, and stationary distributions.Queueing Systems, 110(1):10, 2026
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Deep Learning Method for Stationary Distribution of Reflected Brownian Motion
A carefully regularized neural network trained on the BAR residual recovers Laplace transforms of high-dimensional RBM stationary distributions well enough for near-exact tail-probability inversion up to 30 dimensions.