Code for the ICML 2024 paper Probabilistic Forecasting with Stochastic Interpolants and Föllmer Processes

This repository contains a minimal working code to recreate the experiments presented in this paper. The code will be uploaded by the ICML 2024 conference.

Code for the Navier Stokes experiment can be found in the folder navier-stokes

If you use this code for some purpose, please cite:

@misc{chen2024probabilistic,
      title={Probabilistic Forecasting with Stochastic Interpolants and F\"ollmer Processes}, 
      author={Yifan Chen and Mark Goldstein and Mengjian Hua and Michael S. Albergo and Nicholas M. Boffi and Eric Vanden-Eijnden},
      year={2024},
      eprint={2403.13724},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}