Related papers: Path Integral Sampler: a stochastic control approa…
Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…
Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…
We study a semimartingale optimal transport problem interpolating between the Schr\"odinger bridge and the stretched Brownian motion associated with the Bass solution of the Skorokhod embedding problem. The cost combines an entropy term on…
Given a directed, weighted graph $G=(V,E)$ undergoing edge insertions, the incremental single-source shortest paths (SSSP) problem asks for the maintenance of approximate distances from a dedicated source $s$ while optimizing the total time…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
Imbalanced domains pose a significant challenge in real-world predictive analytics, particularly in the context of regression. While existing research has primarily focused on batch learning from static datasets, limited attention has been…
Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models. Although AIS is guaranteed to provide unbiased estimate for any set of hyperparameters, the common…
The presence of erratic or unstable paths in standard kinetic Monte Carlo simulations significantly undermines the accurate simulation and sampling of transition pathways. While typically reliable methods, such as the Gillespie algorithm,…
We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…
In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The…
The indeterminate nature of human motion requires trajectory prediction systems to use a probabilistic model to formulate the multi-modality phenomenon and infer a finite set of future trajectories. However, the inference processes of most…
The Schr\"odinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized…
Classical proportional--integral--derivative (PID) control is widely employed in industrial applications; however, achieving higher performance often motivates the adoption of model predictive control (MPC). Although gradient-based methods…
Model Predictive Path Integral (MPPI) control is a widely used sampling-based method for trajectory optimization, yet its convergence properties remain only partially understood. This paper provides a direct convergence analysis using…
Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…
We study the slice-matching scheme, an efficient iterative method for distribution matching based on sliced optimal transport. We investigate convergence to the target distribution and derive quantitative non-asymptotic rates. To this end,…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
We propose formulating the finite-horizon stochastic optimal control problem for colloidal self-assembly in the space of probability density functions (PDFs) of the underlying state variables (namely, order parameters). The control…
We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…
This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the…