4 papers
Non-asymptotic error bounds for probability flow ODEs under weak log-concavity
Gitte Kremling, Francesco Iafrate, Mahsa Taheri +1
Score-based generative modeling, implemented through probability flow ODEs, has shown impressive results in numerous practical settings. However, most convergence guarantees rely o…
Neural Drift Estimation for Ergodic Diffusions: Non-parametric Analysis and Numerical Exploration
Simone Di Gregorio, Francesco Iafrate
We take into consideration generalization bounds for the problem of the estimation of the drift component for ergodic stochastic differential equations, when the estimator is a ReL…
Adaptive Elastic-Net estimation for sparse diffusion processes
Alessandro De Gregorio, Dario Frisardi, Francesco Iafrate +1
Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochasti…
Pathwise optimization for bridge-type estimators and its applications
Alessandro De Gregorio, Francesco Iafrate
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the…