101 citations · 173 across the 10 of their papers we have counts for
10 papers
The hierarchical barycenter: conditional probability simulation with structured and unobserved covariates
Esteban G. Tabak, Giulio Trigila, Wenjun Zhao
This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same…
The Monge optimal transport barycenter problem
Andrew D. Lipnick, Esteban G. Tabak, Giulio Trigila +3
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the stati…
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
Andrew Lesniewski, Giulio Trigila
We propose a highly efficient and accurate methodology for generating synthetic financial market data using a diffusion model approach. The synthetic data produced by our methodolo…
A generative flow for conditional sampling via optimal transport
Jason Alfonso, Ricardo Baptista, Anupam Bhakta +7
Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial netw…
Distributional barycenter problem through data-driven flows
Esteban G. Tabak, Giulio Trigila, Wenjun Zhao
A new method is proposed for the solution of the data-driven optimal transport barycenter problem and of the more general distributional barycenter problem that the article introdu…
Data Driven Conditional Optimal Transport
Esteban G. Tabak, Giulio Trigila, Wenjun Zhao
A data driven procedure is developed to compute the optimal map between two conditional probabilities and depending on a set of covari…
An implicit gradient-descent procedure for minimax problems
Montacer Essid, Esteban Tabak, Giulio Trigila
A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods…
The data-driven Schroedinger bridge
Michele Pavon, Esteban G Tabak, Giulio Trigila
Erwin Schroedinger posed, and to a large extent solved in 1931/32 the problem of finding the most likely random evolution between two continuous probability distributions. This art…
Nonadiabatic nuclear dynamics of the ammonia cation studied by surface hopping classical trajectory calculations
Andrey K. Belyaev, Wolfgang Domcke, Caroline Lasser +1
The Landau--Zener (LZ) type classical-trajectory surface-hopping algorithm is applied to the nonadiabatic nuclear dynamics of the ammonia cation after photoionization of the ground…
Landau-Zener type surface hopping algorithms
Andrey K. Belyaev, Caroline Lasser, Giulio Trigila
A class of surface hopping algorithms is studied comparing two recent Landau-Zener (LZ) formulas for the probability of nonadiabatic transitions. One of the formulas requires a dia…