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math.OC2025
Controlled stochastic processes for simulated annealing
Vincent Molin, Axel Ringh, Moritz Schauer +1
Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However…
math.ST2025
Rebalancing Markov jump processes for non-reversible continuous-time sampling
Erik Jansson, Moritz Schauer, Ruben Seyer +1
Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Althoug…
math.PR2025
Guided smoothing and control for diffusion processes
Oskar Eklund, Annika Lang, Moritz Schauer
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally…