Related papers: Flow Matching for Averaged Systems
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Diffusion Bridge and Flow Matching have both demonstrated compelling empirical performance in transformation between arbitrary distributions. However, there remains confusion about which approach is generally preferable, and the substantial…
Flow matching is a recent framework to train generative models that exhibits impressive empirical performance while being relatively easier to train compared with diffusion-based models. Despite its advantageous properties, prior methods…
A general class of dynamical systems which can be trained to operate in classification and generation modes are introduced. A procedure is proposed to plant asymptotic stationary attractors of the deterministic model. Optimizing the…
We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…
Pathways of diffusion observed in real-world systems often require stochastic processes going beyond first-order Markov models, as implicitly assumed in network theory. In this work, we focus on second-order Markov models, and derive an…
Flow matching has emerged as a powerful framework for generative modeling, offering computational advantages over diffusion models by leveraging deterministic Ordinary Differential Equations (ODEs) instead of stochastic dynamics. While…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
Consider a (logical) link between two distributed data centers with available bandwidth designated for both deadline-driven elastic traffic, such as for scheduled synchronization services, and profitable inelastic traffic, such as for…
Generative models based on dynamical equations such as flows and diffusions offer exceptional sample quality, but require computationally expensive numerical integration during inference. The advent of consistency models has enabled…
Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…
Building on recent advances in scientific machine learning and generative modeling for computational fluid dynamics, we propose a conditional score-based diffusion model designed for multi-scenarios fluid flow prediction. Our model…
Generative models inspired by dynamical transport of measure -- such as flows and diffusions -- construct a continuous-time map between two probability densities. Conventionally, one of these is the target density, only accessible through…
Despite Flow Matching and diffusion models having emerged as powerful generative paradigms for continuous variables such as images and videos, their application to high-dimensional discrete data, such as language, is still limited. In this…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
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 impact of the specific choice of probability path model on…
We propose a conditional stochastic interpolation (CSI) method for learning conditional distributions. CSI is based on estimating probability flow equations or stochastic differential equations that transport a reference distribution to the…
The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…