4 papers · 1 filter
From Pitman's local times representation to the Gorin-Shkolnikov identity and beyond
Wenpin Tang
We give a novel proof of the Gorin-Shkolnikov identity based on Pitman's SDE representation of Brownian excursion local times. More generally, we derive a family of Gaussian identi…
Proof of Stake economy under centralized exchanges--a mean field model
Wenpin Tang
We consider the interaction between centralized trading and decentralized Proof of Stake (PoS) blockchain ecosystems. Motivated by the increasing dominance of centralized exchanges…
Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach
Zhengyi Guo, Wenpin Tang, Renyuan Xu
We study conditional generation in diffusion models under hard constraints, where generated samples must satisfy prescribed events with probability one. Such constraints arise natu…
ART for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Schedule
Yilie Huang, Wenpin Tang, Xunyu Zhou
We consider time discretization for score-based diffusion models to generate samples from a learned reverse-time dynamic on a finite grid. Uniform and hand-crafted grids can be sub…