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A simple model to study cooperation is the two-species symbiotic contact process (2SCP), in which two different species spread on a graph and interact by a reduced death rate if both occupy the same vertex, representing a symbiotic…
Deep generative models have gained recent traction in accelerated MRI reconstruction. Diffusion priors are particularly promising given their representational fidelity. Instead of the target transformation from undersampled to fully-sampled…
Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to…
We propose a data-driven framework to learn interaction kernels in stochastic multi-agent systems. Our approach aims at identifying the functional form of nonlocal interaction and diffusion terms directly from trajectory data, without any a…
A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…
This paper investigates the control of a massive population of UAVs such as drones. The straightforward method of control of UAVs by considering the interactions among them to make a flock requires a huge inter-UAV communication which is…
Recently there is a rising interest in the research of mean field optimization, in particular because of its role in analyzing the training of neural networks. In this paper by adding the Fisher Information as the regularizer, we relate the…
Schr\"odinger Bridge (SB) is an entropy-regularized optimal transport problem that has received increasing attention in deep generative modeling for its mathematical flexibility compared to the Scored-based Generative Model (SGM). However,…
The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…
Computed tomography (CT) is a cornerstone imaging modality for non-invasive, high-resolution visualization of internal anatomical structures. However, when the scanned object exceeds the scanner's field of view (FOV), projection data are…
Motivated by collaborative reinforcement learning (RL) and optimization with time-correlated data, we study a generic federated stochastic approximation problem involving $M$ agents, where each agent is characterized by an agent-specific…
Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…
We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…
We study the mean-field limit of a model of biological neuron networks based on the so-called stochastic integrate-and-fire (IF) dynamics. Our approach allows to derive a continuous limit for the macroscopic behavior of the system, the…
This paper is devoted to the numerical resolution of McKean-Vlasov control problems via the class of mean-field neural networks introduced in our companion paper [25] in order to learn the solution on the Wasserstein space. We propose…
In this paper, we propose a new combined message passing algorithm which allows belief propagation (BP) and mean filed (MF) applied on a same factor node, so that MF can be applied to hard constraint factors. Based on the proposed message…
We study the subclass of potential mean-field games in which the running interaction cost and the terminal target cost are both expressed through reproducing-kernel maximum mean discrepancy (MMD) penalties, and develop a computational…