2 papers
stat.ML2026
Efficient Learning of Stationary Diffusions with Stein-type Discrepancies
Fabian Bleile, Sarah Lumpp, Mathias Drton
Learning a stationary diffusion amounts to estimating the parameters of a stochastic differential equation whose stationary distribution matches a target distribution. We build on…
math.ST2025
On weak convergence of Gaussian conditional distributions
Sarah Lumpp, Mathias Drton
Weak convergence of joint distributions generally does not imply convergence of conditional distributions. In particular, conditional distributions need not converge when joint Gau…