4 papers · 1 filter
Exact Simulation of Multivariate Diffusions and Bridges
Jose Blanchet, Jikai Jin, Hao Liu
We provide the first generic exact sampling algorithms with finite expected total cost for uniformly elliptic multivariate diffusions and the corresponding diffusion bridges with b…
A Few Teacher Steps Go a Long Way: Cost-Efficient On-Policy Data Augmentation for Agent Post-Training
Junze Ye, Jiayi Cheng, Miao Lu +3
For LLM agents, supervised fine-tuning is not only about teacher labels' quality, but also about which interaction contexts those labels condition on. Pure behavioral cloning uses…
Sobolev Regularized Score Difference Estimation in Diffusion Models
Chenghan Xie, Jose Blanchet, Renyuan Xu
Estimating the difference of two Stein's score functions is a fundamental problem in generative modeling. In particular, score differences arise naturally in transfer learning, whe…
Robust Assortment Optimization from Observational Data
Miao Lu, Yuxuan Han, Han Zhong +2
Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue und…