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math.OC2025
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…
stat.ML2025
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…