12 citations · 14 across the 5 of their papers we have counts for
8 papers
The LQR-Schr{ö}dinger Bridge
Marc Lambert
We consider the Schr{ö}dinger bridge problem in discrete time, where the pathwise cost is replaced by a sum of quadratic functions, taking the form of a linear quadratic regulator…
Variational Inference with Mixtures of Isotropic Gaussians
Marguerite Petit-Talamon, Marc Lambert, Anna Korba
Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a…
Low-rank plus diagonal approximations for Riccati-like matrix differential equations
Silvère Bonnabel, Marc Lambert, Francis Bach
We consider the problem of computing tractable approximations of time-dependent d x d large positive semi-definite (PSD) matrices defined as solutions of a matrix differential equa…
Variational Dynamic Programming for Stochastic Optimal Control
Marc Lambert, Francis Bach, Silvère Bonnabel
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is a…
Variational Gaussian approximation of the Kushner optimal filter
Marc Lambert, Silvère Bonnabel, Francis Bach
In estimation theory, the Kushner equation provides the evolution of the probability density of the state of a dynamical system given continuous-time observations. Building upon ou…
The limited-memory recursive variational Gaussian approximation (L-RVGA)
Marc Lambert, Silvère Bonnabel, Francis Bach
We consider the problem of computing a Gaussian approximation to the posterior distribution of a parameter given a large number N of observations and a Gaussian prior, when the dim…
Multiple description video coding for real-time applications using HEVC
Trung Hieu Le, Marc Antonini, Marc Lambert +1
Remote control vehicles require the transmission of large amounts of data, and video is one of the most important sources for the driver. To ensure reliable video transmission, the…
Variational inference via Wasserstein gradient flows
Marc Lambert, Sinho Chewi, Francis Bach +2
Along with Markov chain Monte Carlo (MCMC) methods, variational inference (VI) has emerged as a central computational approach to large-scale Bayesian inference. Rather than sampli…