This repository contains Python and Julia scripts to reproduce figures in an accompanying paper (http://arxiv.org/abs/2408.14408) on estimating the diffusion term of a Fokker-Planck equation given samples from the marginals and an estimate of the drift term.
To recreate Figure 1, 3, or 4, create a Julia environment with the appropriate packages and run the corresponding script. PDF files corresponding to figure X will be saved in Figures/Figure_X/.
To recreate Figure 5, first create a Python environment with the appropriate packages and run figure_5_prep.py to download and process the hippocampus dataset. Then run figure_5.jl to produce the figure panels.
Julia packages required for Figures 3 and 4 are listed in dependencies.jl. Dependencies for Figures 1 and 5 are at the top of the corresponding scripts.