1 citations · 2 across the 9 of their papers we have counts for
3 papers · 1 filter
Conditioning Diffusions Using Malliavin Calculus
Jakiw Pidstrigach, Elizabeth Baker, Carles Domingo-Enrich +2
In generative modelling and stochastic optimal control, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most exist…
Score matching for bridges without learning time-reversals
Elizabeth L. Baker, Moritz Schauer, Stefan Sommer
We propose a new algorithm for learning bridged diffusion processes using score-matching methods. Our method relies on reversing the dynamics of the forward process and using this…
Conditioning non-linear and infinite-dimensional diffusion processes
Elizabeth Louise Baker, Gefan Yang, Michael L. Severinsen +2
Generative diffusion models and many stochastic models in science and engineering naturally live in infinite dimensions before discretisation. To incorporate observed data for stat…