Published in arXiv preprint, 2026
A tutorial-style paper on differentiating through SDEs, making these tools more accessible to the research community.
Recommended citation: R. Leburu, L. Nurbekyan, & L. Ruthotto. (2026). "Differentiating through Stochastic Differential Equations: A Primer." arXiv:2601.08594
Download Paper
Published in In Preparation, 2025
Developing variational sparse paired autoencoders for solving inverse problems.
Recommended citation: J. Solomon, R. Leburu, M. Li, & M. Chung. (in preparation). "Variational Sparse Paired Autoencoders for Inverse Problems."
Published in In Preparation, 2025
Developing algorithms for high-dimensional stochastic optimal control connecting flow matching, score-based models, and mean field games.
Recommended citation: R. Leburu, L. Nurbekyan, L. Ruthotto, & G. Zhang. (in preparation). "Matching Algorithms for High-Dimensional Stochastic Optimal Control."