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stat.ML2025
SOCRATES: Simulation Optimization with Correlated Replicas and Adaptive Trajectory Evaluations
Haoting Zhang, Haoxian Chen, Donglin Zhan +5
The field of simulation optimization (SO) encompasses various methods developed to optimize complex, expensive-to-sample stochastic systems. Established methods include, but are no…
stat.ML2025
Diffusion Generative Models Meet Compressed Sensing, with Applications to Imaging and Finance
Zhengyi Guo, Jiatu Li, Wenpin Tang +1
In this study we develop dimension-reduction techniques to accelerate diffusion model inference in the context of synthetic data generation. The idea is to integrate compressed sen…