Plug-in estimation of Schr\" odinger bridges

AA Pooladian, J Niles-Weed - arxiv preprint arxiv:2408.11686, 2024 - arxiv.org
We propose a procedure for estimating the Schr\" odinger bridge between two probability
distributions. Unlike existing approaches, our method does not require iteratively simulating …

A Simulation-Free Deep Learning Approach to Stochastic Optimal Control

M Hua, M Laurière, E Vanden-Eijnden - arxiv preprint arxiv:2410.05163, 2024 - arxiv.org
We propose a simulation-free algorithm for the solution of generic problems in stochastic
optimal control (SOC). Unlike existing methods, our approach does not require the solution …

Elucidating the Design Choice of Probability Paths in Flow Matching for Forecasting

SH Lim, Y Wang, A Yu, E Hart, MW Mahoney… - arxiv preprint arxiv …, 2024 - arxiv.org
Flow matching has recently emerged as a powerful paradigm for generative modeling and
has been extended to probabilistic time series forecasting in latent spaces. However, the …

Recurrent Interpolants for Probabilistic Time Series Prediction

Y Chen, M Biloš, S Mittal, W Deng, K Rasul… - arxiv preprint arxiv …, 2024 - arxiv.org
Sequential models like recurrent neural networks and transformers have become standard
for probabilistic multivariate time series forecasting across various domains. Despite their …

A Generative Modeling Approach to Reconstructing 21-cm Tomographic Data

N Sabti, R Reddy, JB Muñoz, S Mishra-Sharma… - arxiv preprint arxiv …, 2024 - arxiv.org
Analyses of the cosmic 21-cm signal are hampered by astrophysical foregrounds that are far
stronger than the signal itself. These foregrounds, typically confined to a wedge-shaped …

Flow Map Matching

NM Boffi, MS Albergo, E Vanden-Eijnden - arxiv preprint arxiv …, 2024 - arxiv.org
Generative models based on dynamical transport of measure, such as diffusion models, flow
matching models, and stochastic interpolants, learn an ordinary or stochastic differential …

Stochastic Flow Matching for Resolving Small-Scale Physics

S Fotiadis, N Brenowitz, T Geffner, Y Cohen… - arxiv preprint arxiv …, 2024 - arxiv.org
Conditioning diffusion and flow models have proven effective for super-resolving small-scale
details in natural images. However, in physical sciences such as weather, super-resolving …

Harmonic Path Integral Diffusion

H Behjoo, M Chertkov - arxiv preprint arxiv:2409.15166, 2024 - arxiv.org
In this manuscript, we present a novel approach for sampling from a continuous multivariate
probability distribution, which may either be explicitly known (up to a normalization factor) or …

Variational Inference for Interacting Particle Systems with Discrete Latent States

G Migliorini, P Smyth - NeurIPS 2024 Workshop on Bayesian Decision … - openreview.net
We present a novel Bayesian learning framework for interacting particle systems with
discrete latent states, addressing the challenge of inferring dynamics from partial, noisy …

[PDF][PDF] Joint cosmological parameter inference and initial condition reconstruction with Stochastic Interpolants

C Cuesta-Lazaro, AE Bayer, MS Albergo… - ml4physicalsciences.github.io
In this work, we present a unified approach to cosmological parameter inference and initial
condition reconstruction using Stochastic Interpolants and normalizing flows. We apply this …