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math.OC2024
A variational approach to sampling in diffusion processes
Maxim Raginsky
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose…
math.OC2024
Some Remarks on Controllability of the Liouville Equation
Maxim Raginsky
We revisit the work of Roger Brockett on controllability of the Liouville equation, with a particular focus on the following problem: Given a smooth controlled dynamical system of…