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mismatch of code and pseudocode #4

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explorer1212 opened this issue Nov 23, 2024 · 5 comments
Open

mismatch of code and pseudocode #4

explorer1212 opened this issue Nov 23, 2024 · 5 comments

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@explorer1212
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Hello,
in SDE-BFN-Solver2(on discrete data),
in the pseudocode, the coefficient is (-1/3), but in the code, the coefficient is (1/3)
image
image
So, which one is correct?

@qky18
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qky18 commented Nov 27, 2024

Hi, I also found some difference between the formula and the code implementation, for example in Eq. (29)
image

and this line of code flips the sign of the first drifting term.

x_t = x_s + g**2 * (data_pred - 1/self.K) * self.delta_t + g * self.delta_t**0.5 * noise

I was wondering if there's anything I've overlooked or misunderstood, or is it a bug that needs fixing?

@explorer1212
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@qky18 I've posted some questions under your paper and received great answers, and surprisingly, I meet you here. Let me also take a look at this issue.

@qky18
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qky18 commented Nov 27, 2024

@explorer1212 So nice seeing you here and exploring BFN together! Maybe we can talk some day.

@explorer1212
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@qky18 I am looking forward to this talk!

@qky18
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qky18 commented Dec 1, 2024

@explorer1212 Hi, I cannot find your email address. Email me at qky22[AT]mails.tsinghua.edu.cn if you'd like to!

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