Related papers: A new method for parameter estimation in probabili…
Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
We propose Pullback Flow Matching (PFM), a novel framework for generative modeling on data manifolds. Unlike existing methods that assume or learn restrictive closed-form manifold mappings for training Riemannian Flow Matching (RFM) models,…
We present a sampling-based Model Predictive Control (MPC) method that implements Model Predictive Path Integral (MPPI) as an \emph{Ising machine}, suitable for novel forms of probabilistic computing. By expressing the control problem as a…
Flow matching (FM) is a family of training algorithms for fitting continuous normalizing flows (CNFs). Conditional flow matching (CFM) exploits the fact that the marginal vector field of a CNF can be learned by fitting least-squares…
Subspace identification methods (SIMs) have proven to be very useful and numerically robust for building state-space models. While most SIMs are consistent, few if any can achieve the efficiency of the maximum likelihood estimate (MLE).…
This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…
Existing score-based methods for inverse problems often resort to approximate minimization of the KL divergence between the inversion distribution and the Bayesian posterior. Such an approximation leads to severe mode collapse and…
Generative models for sequential data often struggle with sparsely sampled and high-dimensional trajectories, typically reducing the learning of dynamics to pairwise transitions. We propose Interpolative Multi-Marginal Flow Matching…
Particle Filtering (PF) methods are an established class of procedures for performing inference in non-linear state-space models. Resampling is a key ingredient of PF, necessary to obtain low variance likelihood and states estimates.…
Due largely to challenges associated with physical interpretability of machine learning (ML) methods, and because model interpretability is key to credibility in management applications, many scientists and practitioners are hesitant to…
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…
The use of parameters measuring order-parameter fluctuations (OPF) has been encouraged by the recent results reported in \cite{RS} which show that two of these parameters, $G$ and $G_c$, take universal values in the $\lim_{T\to 0}$. In this…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…
We introduce Prior-Informed Flow Matching (PIFM), a conditional flow model for graph reconstruction. Reconstructing graphs from partial observations remains a key challenge; classical embedding methods often lack global consistency, while…
Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $\nu^\star$ with an auxiliary distribution $\mu$,…
Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…
We introduce a new paradigm for generative modeling built on Continuous Normalizing Flows (CNFs), allowing us to train CNFs at unprecedented scale. Specifically, we present the notion of Flow Matching (FM), a simulation-free approach for…
In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…