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stat.ML2025
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…
stat.ML2025
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…