Fit Flow Using Freidlin–Wentzell Quasi-Potential

Computes the Freidlin–Wentzell quasi-potential between x0 and x1, constructs a tilted likelihood proportional to exp(-V/eps), and fits a flow-based variational posterior.

Usage

fitflow_FW(
  observed,
  states = NULL,
  flowtype = "maf",
  flowspec = list(),
  inittheta = NULL,
  drift,
  x0,
  x1,
  T = 200,
  dt = 0.01,
  eps = 0.1,
  nmc = 256,
  control = list()
)

Arguments

observed

Empirical distribution Q.

states

Optional category names.

flowtype

Flow type.

flowspec

Structural parameters for the flow.

inittheta

Optional initial theta.

drift

Drift function b(x).

x0

Starting point.

x1

Target point.

T

Number of time steps.

dt

Time step.

eps

Noise strength (small parameter).

nmc

Monte Carlo samples.

control

Control list for optim().

Value

Output of fitflowvariational().

Details

This is useful for rare-event inference in small-noise diffusions, where the quasi-potential acts as an effective energy landscape.