3 papers
stat.ME2025
Backward Filtering Forward Guiding
Frank van der Meulen, Moritz Schauer, Stefan Sommer
We develop a general methodological framework for probabilistic inference in discrete- and continuous-time stochastic processes evolving on directed acyclic graphs (DAGs). The proc…
stat.ML2025
Score matching for bridges without learning time-reversals
Elizabeth L. Baker, Moritz Schauer, Stefan Sommer
We propose a new algorithm for learning bridged diffusion processes using score-matching methods. Our method relies on reversing the dynamics of the forward process and using this…
math.PR2025
Simulating conditioned diffusions on manifolds
Marc Corstanje, Frank van der Meulen, Moritz Schauer +1
To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob…