3 papers
stat.ML2025
Non-asymptotic error bounds for probability flow ODEs under weak log-concavity
Gitte Kremling, Francesco Iafrate, Mahsa Taheri +1
Score-based generative modeling, implemented through probability flow ODEs, has shown impressive results in numerous practical settings. However, most convergence guarantees rely o…
math.ST2025
Regularized Learning for Fractional Brownian Motion via Path Signatures
Ali Mohaddes, Francesco Iafrate, Johannes Lederer
Fractional Brownian motion (fBm) extends classical Brownian motion by introducing dependence between increments, governed by the Hurst parameter . Unlike traditional Br…
stat.ML2024
Pathwise optimization for bridge-type estimators and its applications
Alessandro De Gregorio, Francesco Iafrate
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the…