From the 1 of 14 linked papers with an AI index.
9 papers · 1 filter
Time-Reversed BSDEs for Accurate Gradient Estimation in Diffusion Models
Yuhang Mei, Amirhossein Taghvaei
There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, k…
A lasso-alternative to Dijkstra's algorithm for identifying short paths in networks
Anqi Dong, Amirhossein Taghvaei, Tryphon T. Georgiou
We revisit the problem of finding the shortest path between two selected vertices of a graph and formulate this as an -regularized regression -- Least Absolute Shrinkage an…
A convex approach for Markov chain estimation from aggregate data via inverse optimal transport
Michele Mascherpa, Axel Ringh, Amirhossein Taghvaei +1
We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive time…
A Time-Reversal Control Synthesis for Steering the State of Stochastic Systems
Yuhang Mei, Amirhossein Taghvaei, Ali Pakniyat
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-re…
Fast filtering of non-Gaussian models using Amortized Optimal Transport Maps
Mohammad Al-Jarrah, Bamdad Hosseini, Amirhossein Taghvaei
In this paper, we present the amortized optimal transport filter (A-OTF) designed to mitigate the computational burden associated with the real-time training of optimal transport f…
Time-reversal solution of BSDEs in stochastic optimal control: a linear quadratic study
Yuhang Mei, Amirhossein Taghvaei
This paper addresses the numerical solution of backward stochastic differential equations (BSDEs) arising in stochastic optimal control. Specifically, we investigate two BSDEs: one…