7 citations · 7 across the 5 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…
Transport meets Variational Inference: Controlled Monte Carlo Diffusions
Francisco Vargas, Shreyas Padhy, Denis Blessing +1
Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path sp…
Bayesian Learning via Neural Schrödinger-Föllmer Flows
Francisco Vargas, Andrius Ovsianas, David Fernandes +3
In this work we explore a new framework for approximate Bayesian inference in large datasets based on stochastic control (i.e. Schrödinger bridges). We advocate stochastic control…