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stat.ML2025
Control Consistency Losses for Diffusion Bridges
Samuel Howard, Nikolas Nüsken, Jakiw Pidstrigach
Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is part…
stat.ML2025
Conditioning Diffusions Using Malliavin Calculus
Jakiw Pidstrigach, Elizabeth Baker, Carles Domingo-Enrich +2
In generative modelling and stochastic optimal control, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most exist…