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We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…
Heralded by the initial success in speech recognition and image classification, learning-based approaches with neural networks, commonly referred to as deep learning, have spread across various fields. A primitive form of a neural network…
In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach, decades of realistic time-synchronized data can be simulated…
Generating simulations to train intelligent agents in game-playing and robotics from natural language input, from user input or task documentation, remains an open-ended challenge. Existing approaches focus on parts of this challenge, such…
Simulation-Grounded Neural Networks (SGNNs) are predictive models trained entirely on synthetic data from mechanistic simulations. They have achieved state-of-the-art performance in domains where real-world labels are limited or unobserved,…
Accurately predicting industrial aging processes makes it possible to schedule maintenance events further in advance, ensuring a cost-efficient and reliable operation of the plant. So far, these degradation processes were usually described…
Scenario-based testing is becoming increasingly important in safety assurance for automated driving. However, comprehensive and sufficiently complete coverage of the scenario space requires significant effort and resources if using only…
Simulating dynamic physical interactions is a critical challenge across multiple scientific domains, with applications ranging from robotics to material science. For mesh-based simulations, Graph Network Simulators (GNSs) pose an efficient…
Phase-field (PF) simulation provides a powerful framework for predicting microstructural evolution but suffers from prohibitive computational costs that severely limit accessible spatiotemporal scales in practical applications. While…
We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…
Current generative networks are increasingly proficient in generating high-resolution realistic images. These generative networks, especially the conditional ones, can potentially become a great tool for providing new image datasets. This…
Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…
Datasets with missing values are very common on industry applications, and they can have a negative impact on machine learning models. Recent studies introduced solutions to the problem of imputing missing values based on deep generative…
Due to the difficulty of acquiring extensive real-world data, robot simulation has become crucial for parallel training and sim-to-real transfer, highlighting the importance of scalable simulated robotic tasks. Foundation models have…
We connect a broad class of generative models through their shared reliance on sequential decision making. Motivated by this view, we develop extensions to an existing model, and then explore the idea further in the context of data…
Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world data-scarce scenarios, which can be concealed due to the performance saturation with…
Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…
A novel strategy for generating datasets is developed within the context of drag prediction for automotive geometries using neural networks. A primary challenge in this space is constructing a training databse of sufficient size and…
This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…
Financial markets are complex, non-stationary systems where the underlying data distributions can shift over time, a phenomenon known as regime changes, as well as concept drift in the machine learning literature. These shifts, often…