Related papers: Conditional Generative Modeling of Stochastic LTI …

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

In this study, we introduce a sophisticated generative conditional strategy designed to impute missing values within datasets, an area of considerable importance in statistical analysis. Specifically, we initially elucidate the theoretical…

Generative models (e.g., GANs, diffusion models) learn the underlying data distribution in an unsupervised manner. However, many applications of interest require sampling from a particular region of the output space or sampling evenly over…

The paper focuses on the a posteriori tuning of a generative model in order to favor the generation of good instances in the sense of some external differentiable criterion. The proposed approach, called Boltzmann Tuning of Generative…

The goal of this paper is to develop data-driven control design and evaluation strategies based on linear matrix inequalities (LMIs) and dynamic programming. We consider deterministic discrete-time LTI systems, where the system model is…

The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

A recent novel extension of multi-output Gaussian processes handles heterogeneous outputs assuming that each output has its own likelihood function. It uses a vector-valued Gaussian process prior to jointly model all likelihoods' parameters…

In autonomous driving tasks, trajectory prediction in complex traffic environments requires adherence to real-world context conditions and behavior multimodalities. Existing methods predominantly rely on prior assumptions or generative…

We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Consider learning a generative model for time-series data. The sequential setting poses a unique challenge: Not only should the generator capture the conditional dynamics of (stepwise) transitions, but its open-loop rollouts should also…

We extend flow matching to ensembles of linear systems in both deterministic and stochastic settings. Averaging over system parameters induces memory leading to a non-Markovian interpolation problem for the stochastic case. In this setting,…

Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a data-driven model which is inspired by the recent success of…

Diffusion models recently developed for generative AI tasks can produce high-quality samples while still maintaining diversity among samples to promote mode coverage, providing a promising path for learning stochastic closure models.…

Goal-models (GM) have been used in adaptive systems engineering for their ability to capture the different ways to fulfill the requirements. Contextual GM (CGM) extend these models with the notion of context and context-dependent…

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Recent years have witnessed a booming interest in data-driven control of dynamical systems. However, the implicit data-driven output predictors are vulnerable to uncertainty such as process disturbance and measurement noise, causing…

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…