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stat.ML2024★ 1 cited
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…
stat.ML2024
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…