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stat.ML2024
Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm
O. Deniz Akyildiz, Pierre Del Moral, Joaquín Miguez
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative mode…
stat.CO2024
Nudging state-space models for Bayesian filtering under misspecified dynamics
Fabian Gonzalez, O. Deniz Akyildiz, Dan Crisan +1
Nudging is a popular algorithmic strategy in numerical filtering to deal with the problem of inference in high-dimensional dynamical systems. We demonstrate in this paper that gene…