90 citations · 165 across the 16 of their papers we have counts for
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math.OC2023
Generative modeling for time series via Schr{ö}dinger bridge
Mohamed Hamdouche, Pierre Henry-Labordere, Huyên Pham
We propose a novel generative model for time series based on Schr{ö}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a referen…
stat.ML2023★ 2 cited
Actor-Critic learning for mean-field control in continuous time
Noufel Frikha, Maximilien Germain, Mathieu Laurière +2
We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a…