4 ms·

You dismissed most of the modern computational finance and a lot of cross valuation adjustments mechanisms that are behind the modern financial system and risk

• tnecniv 3y ago
  Which then cycles back to ML methods. Diffusion models are non-equilibrium stat mech. Sure building a better HMC algorithm might not be a good use of time, but the spirit of MCMC is alive
  • theGnuMe 3y ago
    Yep. Capture the distribution you want to sample from by training a DNN on the data and then sample it via generative/diffusion. Basically the DNN is a learnt parametrized distribution and replaces the Markov chain. The adversarial training approach seems to me like a forward backward algorithm over the dataset anyway.
    • 3abiton 3y ago
      But does this validate OP's claim?