Cover Image

A variational approach to sampling in diffusion processes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Raginsky, Maxim
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Revisiting Stochastic Realization Theory using Functional Itô Calculus
by: Veeravalli, Tanya, et al.
Published: (2024)

Function approximation by neural nets in the mean-field regime: Entropic regularization and controlled McKean-Vlasov dynamics
by: Tzen, Belinda, et al.
Published: (2020)

Some Remarks on Controllability of the Liouville Equation
by: Raginsky, Maxim
Published: (2024)

A Musielak-Orlicz approach for modeling uncertainties in long-memory processes
by: Yoshioka, Hidekazu
Published: (2026)

Rademacher Complexity of Neural ODEs via Chen-Fliess Series
by: Hanson, Joshua, et al.
Published: (2024)

Expressivity of Quadratic Neural ODEs
by: Hanson, Joshua, et al.
Published: (2025)

Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
by: Klimsiak, Tomasz, et al.
Published: (2024)

On reachability of Markov decision processes: a novel state-classification-based PI approach
by: Li, Yanyun, et al.
Published: (2023)

Separating Geometry from Probability in the Analysis of Generalization
by: Raginsky, Maxim, et al.
Published: (2026)

On optimal control of reflected diffusions
by: Jonsson, Adam
Published: (2023)

Mean Field Type Control Problems Driven by Jump-diffusions
by: Bensoussan, Alain, et al.
Published: (2025)

A mean field Jacobi process for modeling sustainable tourism
by: Yoshioka, Hidekazu
Published: (2024)

Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
by: Ning, Ning, et al.
Published: (2024)

Improved sampling via learned diffusions
by: Richter, Lorenz, et al.
Published: (2023)

A weak transport approach to the Schrödinger-Bass bridge
by: Hasenbichler, Manuel, et al.
Published: (2026)

Constrained zero-sum LQ differential games for jump-diffusion systems with random coefficients
by: Tang, Yanyan, et al.
Published: (2026)

Controlled stochastic processes for simulated annealing
by: Molin, Vincent, et al.
Published: (2025)

A generalized moment approach to sharp bounds for conditional expectations
by: van Eekelen, Wouter J. E. C.
Published: (2023)

Further remarks on absorbing Markov decision processes
by: Zhang, Yi, et al.
Published: (2024)

Stochastic optimal control of Lévy tax processes with bailouts
by: Ghanim, Dalal Al, et al.
Published: (2024)

Langevin dynamics for the probability of finite state Markov processes
by: Li, Wuchen
Published: (2023)

Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
by: Yu, Xiang, et al.
Published: (2023)

Markov decision processes: on the convergence of the Monte-Carlo first visit algorithm
by: Delattre, Sylvain, et al.
Published: (2025)

An entropy penalized approach for stochastic control problems. Complete version
by: Bourdais, Thibaut, et al.
Published: (2023)

Stable optimisation-based scenario generation via game theoretic approach
by: Bounitsis, Georgios L., et al.
Published: (2023)

An Itô-type formula for some measure-valued processes and its application on controlled superprocesses
by: Li, Shang
Published: (2024)

Model Risk Static-Hedging a Constrained Distributionally Robust Optimization approach
by: Sauldubois, Nathan
Published: (2026)

An entropy penalized approach for stochastic optimization with marginal law constraints. Complete version
by: Bourdais, Thibaut, et al.
Published: (2025)

Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
by: Fadle, Assil, et al.
Published: (2024)

Zero-Sum Games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
by: Golui, Subrata
Published: (2024)

Is RL fine-tuning harder than regression? A PDE learning approach for diffusion models
by: Mou, Wenlong
Published: (2025)

Large deviations for sticky-reflecting Brownian motion with boundary diffusion
by: Casteras, Jean-Baptiste, et al.
Published: (2025)

Risk-averse optimal control of random elliptic variational inequalities
by: Alphonse, Amal, et al.
Published: (2022)

Corrections to and improvements on results from "The Laplacian spectrum of large graphs sampled from graphons"
by: Garin, Federica, et al.
Published: (2024)

On diffusion-based generative models and their error bounds: The log-concave case with full convergence estimates
by: Bruno, Stefano, et al.
Published: (2023)

A Probabilistic Approach to Shape Derivatives
by: Schlegel, Luka, et al.
Published: (2024)

A Geometric Framework for Stochastic Iterations
by: Combettes, Patrick L., et al.
Published: (2025)

A PDE Derivation of the Schrödinger--Bass Bridge
by: Alouadi, Alexandre, et al.
Published: (2026)

The Principle of Optimality in Dynamic Programming: A Pedagogical Note
by: Light, Bar
Published: (2023)

A Mean Field Game for Capacity Expansion Modeling
by: Hubert, Emma, et al.
Published: (2025)