5 papers
Zero Variance Portfolio
Jinyuan Chang, Yi Ding, Zhentao Shi +1
When the number of assets is larger than the sample size, the minimum variance portfolio interpolates the training data, delivering pathological zero in-sample variance. We show th…
Deep Bootstrap
Jinyuan Chang, Yuling Jiao, Lican Kang +1
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion mod…
Inference-Time Alignment for Diffusion Models via Variationally Stable Doob's Matching
Jinyuan Chang, Chenguang Duan, Yuling Jiao +2
Inference-time alignment for diffusion models aims to adapt a pre-trained reference diffusion model toward a target distribution without retraining the reference score network, the…
Provable Diffusion Posterior Sampling for Bayesian Inversion
Jinyuan Chang, Chenguang Duan, Yuling Jiao +3
We propose a novel diffusion-based posterior sampling method within a plug-and-play framework. Our approach constructs a probability transport from an easy-to-sample distribution t…
Deep conditional distribution learning via conditional Föllmer flow
Jinyuan Chang, Zhao Ding, Yuling Jiao +2
We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional Föllmer Flow. Starting from a standard…