Related papers: Schr\"odinger Bridge Problem for Jump Diffusions
This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…
In this study, we investigate atom--dimer scattering within the framework of the hyperspherical method. The coupled channel Schr\"odinger equation is solved using the R-matrix propagation technique combined with the smooth variable…
In this paper, we study optimal stochastic control problems for stochastic systems driven by non-Markov sub-diffusion $B_{L_t}$, which have the mixed features of deterministic and stochastic controls. Here $B_t$ is the standard Brownian…
A propagator for the one dimensional time-dependent Schr\"odinger equation with an asymmetric rectangular potential is obtained using the multiple-scattering theory approach. It allows for the consideration of the reflection and…
We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…
Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…
This paper introduces a Spiking Diffusion Policy (SDP) learning method for robotic manipulation by integrating Spiking Neurons and Learnable Channel-wise Membrane Thresholds (LCMT) into the diffusion policy model, thereby enhancing…
Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…
We give an example of a mathematical model describing quantum mechanical processes interacting with medium. As a model, we consider the process of heat scattering of a wave function defined on the phase space. We consider the case when the…
Given an unconditional diffusion model targeting a joint model $\pi(x, y)$, using it to perform conditional simulation $\pi(x \mid y)$ is still largely an open question and is typically achieved by learning conditional drifts to the…
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps,…
We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…
In the early 1930's, Erwin Schroedinger, motivated by his quest for a more classical formulation of quantum mechanics, posed a large deviation problem for a cloud of independent Brownian particles. He showed that the solution to the problem…
The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…
Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
Motivated by applications in trajectory inference and particle tracking, we introduce Smooth Schr\"odinger Bridges. Our proposal generalizes prior work by allowing the reference process in the Schr\"odinger Bridge problem to be a smooth…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
Identifying the drift and diffusion of an SDE from its population dynamics is a notoriously challenging task. Researchers in machine learning and single-cell biology have only been able to prove a partial identifiability result: for…