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cs.LG2024
Learning to Approximate Particle Smoothing Trajectories via Diffusion Generative Models
Ella Tamir, Arno Solin
Learning dynamical systems from sparse observations is critical in numerous fields, including biology, finance, and physics. Even if tackling such problems is standard in general i…
cs.LG2023★ 2 cited
Transport with Support: Data-Conditional Diffusion Bridges
Ella Tamir, Martin Trapp, Arno Solin
The dynamic Schrödinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of l…
cs.LG2021★ 2 cited
Scalable Inference in SDEs by Direct Matching of the Fokker-Planck-Kolmogorov Equation
Arno Solin, Ella Tamir, Prakhar Verma
Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. Th…