Copertina

Normalizing flow regularization for photoacoustic tomography

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Wang, Chao, Thiery, Alexandre H.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
di: Li, Qin, et al.
Pubblicazione: (2024)

Dynamic Coalition Portfolio Selection with Recursive Utility
di: Wang, Hanxiao, et al.
Pubblicazione: (2024)

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

Marginal flows of non-entropic weak Schrödinger bridges
di: Hernández, Camilo, et al.
Pubblicazione: (2025)

A gradient flow on control space with rough initial condition
di: Gassiat, Paul, et al.
Pubblicazione: (2024)

Itô-Wentzell-Lions formulae for flows of full and conditional measures on semimartingales
di: Jisheng, Liu, et al.
Pubblicazione: (2025)

Time discretization of BSDEs with singular terminal condition using asymptotic expansion
di: Kruse, Thomas, et al.
Pubblicazione: (2026)

Entropic mean-field min-max problems via Best Response flow
di: Lascu, Razvan-Andrei, et al.
Pubblicazione: (2023)

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

Matrix Riccati BSDEs with singular terminal condition and stochastic LQ control with linear terminal constraint
di: Ackermann, Julia, et al.
Pubblicazione: (2026)

Optimal investment and consumption under forward utilities with relative performance concerns
di: Broux-Quemerais, Guillaume, et al.
Pubblicazione: (2025)

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

Asymptotic regularity of a generalised stochastic Halpern scheme
di: Pischke, Nicholas, et al.
Pubblicazione: (2024)

Flexibility allocation in random bipartite matching markets: exact matching rates and dominance regimes
di: Ameen, Taha, et al.
Pubblicazione: (2026)

Distribution-free expectation operators for robust pricing and stocking with heavy-tailed demand
di: Kleer, Pieter, et al.
Pubblicazione: (2024)

Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm
di: Zheng, Chao, et al.
Pubblicazione: (2023)

Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
di: van Eck, Tim S. G., et al.
Pubblicazione: (2024)

Covariance-modulated optimal transport and gradient flows
di: Burger, Martin, et al.
Pubblicazione: (2023)

Null controllability for stochastic fourth order semi-discrete parabolic equations
di: Wang, Yu, et al.
Pubblicazione: (2024)

Optimal and Self Selection of Service Type in a Queueing System where Long Service Postpones the Need for the Next Service
di: Hassin, Refael, et al.
Pubblicazione: (2022)

$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
di: Wang, Mingrui, et al.
Pubblicazione: (2025)

Quadratic-form Optimal Transport
di: Wang, Ruodu, et al.
Pubblicazione: (2025)

Distorted optimal transport
di: Liu, Haiyan, et al.
Pubblicazione: (2023)

Binomial-tree approximation for time-inconsistent stopping
di: Bayraktar, Erhan, et al.
Pubblicazione: (2024)

Extended mean-field control under constraints: The generalized Fritz-John conditions and Lagrangian method
di: Bo, Lijun, et al.
Pubblicazione: (2024)

Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
di: Bo, Lijun, et al.
Pubblicazione: (2025)

Mean Field Game of Controls with State Reflections: Existence and Limit Theory
di: Bo, Lijun, et al.
Pubblicazione: (2025)

Maximum principle for recursive optimal control problem of stochastic delay evolution equations
di: Liu, Guomin, et al.
Pubblicazione: (2023)

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

Complexity Guarantees for Zeroth-order Methods via Exponentially-shifted Gaussian Smoothing: Mitigating Dimension-dependence and Incorporating Decision-dependence
di: Wang, Mingrui, et al.
Pubblicazione: (2026)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
di: Bo, Lijun, et al.
Pubblicazione: (2024)

Pasting of Equilibria and Donsker-type Results for Mean Field Games
di: Dianetti, Jodi, et al.
Pubblicazione: (2024)

Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
di: Bo, Lijun, et al.
Pubblicazione: (2025)

Dynamic Pricing and Matching for Two-Sided Queues
di: Varma, Sushil Mahavir, et al.
Pubblicazione: (2019)

Iterative Data-Consistent Inversion with Multiple Push-forward Constraints
di: Jiang, Tianyi, et al.
Pubblicazione: (2026)

Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems
di: Zhang, Xuhui, et al.
Pubblicazione: (2022)

Beyond Average Return in Markov Decision Processes
di: Marthe, Alexandre, et al.
Pubblicazione: (2023)

Deciding Bank Interest Rates -- A Major-Minor Impulse Control Mean-Field Game Perspective
di: Chen, Fan, et al.
Pubblicazione: (2024)

Non-convex entropic mean-field optimization via Best Response flow
di: Lascu, Razvan-Andrei, et al.
Pubblicazione: (2025)

On propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization
di: Lazić, Petra, et al.
Pubblicazione: (2026)