2 papers
math.PR2023
Lipschitz Transport Maps via the Follmer Flow
Yin Dai, Yuan Gao, Jian Huang +3
Inspired by the construction of the F{ö}llmer process, we construct a unit-time flow on the Euclidean space, termed the F{ö}llmer flow, whose flow map at time 1 pushes forward a st…
math.OC2021
Global Optimization via Schr{ö}dinger-F{ö}llmer Diffusion
Yin Dai, Yuling Jiao, Lican Kang +2
We study the problem of finding global minimizers of approximately via sampling from a probability distribution with density $p_σ(x)=…