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math.ST2026
How Many Directions Must a Truncated Diffusion Sampler Retain? Matching Bounds Under Power-Law Spectra
Radmehr Karimian, Ali Mohades, Johannes Lederer
Diffusion samplers can reduce computation by generating selected spectral coordinates and filling the remaining directions with noise. How many directions must they retain? We stud…
math.ST2025
Regularized Learning for Fractional Brownian Motion via Path Signatures
Ali Mohaddes, Francesco Iafrate, Johannes Lederer
Fractional Brownian motion (fBm) extends classical Brownian motion by introducing dependence between increments, governed by the Hurst parameter . Unlike traditional Br…