3 ms·
TL,DR: "Now time-reverse the stochastic differential equation to infer the rest of the fucking owl." Thanks, guys, super helpful.
by CamperBob2 2y ago
TL,DR: "Now time-reverse the stochastic differential equation to infer the rest of the fucking owl."
Thanks, guys, super helpful.
- onecommentman 2y agoAt least the article warns you upfront of the sort of mathematical sophistication required to get some of the explanations. The Author is a financial engineering sort, so their big thing is SDEs and assumes (for some of the explanations) that you bring that sort of intuition with you. If the Author was a signal processing type, they might use Kalman filter analogies, or pure statisticians would cite autocorrelation. Don’t try to catch all the mathematical Pikachus in the paper, just choose the insights that resonate with you. Thankfully, there isn’t a pop quiz lurking at the end. In honor of the Bay Area roots of HN, “believe it if you need it, if you don't, just pass it on”. I liked the paper even when skipping the SDE material.
- sl8r 2y agoI left the TENET references on the cutting room floor. I too found it really surprising that the reverse-time equation has a simple closed form. Like, surely breaking a glass is easier than unbreaking it? That’s part of what got me interested in this stuff in the first place! If you haven’t seen it yet, highly recommend the blogs of Sander Dieleman & Yang Song (who co-invented the SDE interpretation).