3 papers
stat.ML2026
Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
Phuoc-Toan Huynh, Richard Archibald, Feng Bao
We introduce a novel framework for uncertainty quantification of solution operators associated with stochastic partial differential equations (SPDEs). Although SPDEs play a central…
cs.LG2026
The Ensemble Schr{ö}dinger Bridge filter for Nonlinear Data Assimilation
Hui Sun
This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{ö}dinger Bridge nonlinear filter. The proposed filter combines the standard prediction ste…
math.OC2025
Batch Sample-wise Stochastic Optimal Control via Stochastic Maximum Principle
Hui Sun, Feng Bao
In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt…