Cover Image

From geometry to dynamics: Learning overdamped Langevin dynamics from sparse observations with geometric constraints

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Maoutsa, Dimitra
Format:	Preprint
Published:	2025
Subjects:	Dynamical Systems Statistical Mechanics Machine Learning Optimization and Control 37H05, 35B42, 37M21, 82C99, 93E12, 93E20, 93E10 G.3; I.6
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Data-driven identification of latent port-Hamiltonian systems
by: Rettberg, Johannes, et al.
Published: (2024)

On the continuity and smoothness of the value function in reinforcement learning and optimal control
by: Harder, Hans, et al.
Published: (2024)

On Higher Order Drift and Diffusion Estimates for Stochastic SINDy
by: Wanner, Mathias, et al.
Published: (2023)

Comparing an Ensemble Kalman Filter to a 4DVAR Data Assimilation System in Chaotic Dynamics
by: Harter, Fabrício Pereira, et al.
Published: (2026)

Continuous time Stochastic optimal control under discrete time partial observations
by: Bayer, Christian, et al.
Published: (2024)

An Assessment of Ensemble Kalman Filter and Azouani-Olson-Titi Algorithms for Data Assimilation: A Comparative Study
by: Ning, Ning, et al.
Published: (2024)

Reinforcement Learning Method for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons
by: Wang, Yiyuan
Published: (2026)

Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Liu, Lu, et al.
Published: (2025)

Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting
by: Hartmann, Carsten, et al.
Published: (2026)

Automatic model training under restrictive time constraints
by: Cironis, Lukas, et al.
Published: (2021)

Path integral control under McKean-Vlasov dynamics
by: Bennett, Timothy
Published: (2024)

Optimal control of SDEs with merely measurable drift: an HJB approach
by: Du, Kai, et al.
Published: (2025)

Optimal response for stochastic differential equations by local kernel perturbations
by: del Sarto, Gianmarco, et al.
Published: (2025)

Formalising the intentional stance 2: a coinductive approach
by: McGregor, Simon, et al.
Published: (2025)

Formalising the intentional stance 1: attributing goals and beliefs to stochastic processes
by: McGregor, Simon, et al.
Published: (2024)

Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)

Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost
by: Pradhan, Somnath, et al.
Published: (2025)

Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)

Optimal Feedback Control in Social Networks in a McKean-Vlasov-Friedkin-Johnsen System
by: Pramanik, Paramahansa
Published: (2025)

Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
by: Wu, Fan, et al.
Published: (2024)

Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon
by: Wu, Fan, et al.
Published: (2024)

Stability and performance of stochastic economic MPC - Stochastic characterization of the closed-loop asymptotics
by: Schießl, Jonas, et al.
Published: (2025)

Nonparametric Sparse Online Learning of the Koopman Operator
by: Hou, Boya, et al.
Published: (2024)

A Moreau Envelope Approach for LQR Meta-Policy Estimation
by: Aravind, Ashwin, et al.
Published: (2024)

Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Luo, Sheng, et al.
Published: (2024)

Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence
by: Feng, Qi, et al.
Published: (2025)

An optimal level of Stubbornness to win a soccer match
by: Pramanik, Paramahansa
Published: (2025)

Stability of long run functionals with respect to stationary Markov controls
by: Stettner, Lukasz
Published: (2024)

Simulating Fokker-Planck equations via mean field control of score-based normalizing flows
by: Zhou, Mo, et al.
Published: (2025)

Policy Gradient for Continuous-Time Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2026)

Stochastic optimal transport for the Langevin dynamics and its zero--mass limit
by: Mikami, Toshio
Published: (2025)

Feedback strategies in the market with uncertainties
by: Issah, Mustapha Nyenye
Published: (2024)

Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
by: Cao, Jialun, et al.
Published: (2024)

Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)

Object Tracking Incorporating Transfer Learning into Unscented and Cubature Kalman Filters
by: Alotaibi, Omar, et al.
Published: (2024)

Semiglobal oblique projection exponential dynamical observers for nonautonomous semilinear parabolic-like equations
by: Rodrigues, Sérgio S.
Published: (2020)

A Poincaré-Bendixson theorem for Bebutov shifts and applications to switched systems
by: Bochi, Jairo, et al.
Published: (2026)

A Decomposition Approach for the Gain Function in the Feedback Particle Filter
by: Wang, Ruoyu, et al.
Published: (2025)

Robust Probability Hypothesis Density Filtering: Theory and Algorithms
by: Lei, Ming, et al.
Published: (2025)

Stability and Sensitivity Analysis of Relative Temporal-Difference Learning: Extended Version
by: Sakha, Masoud S., et al.
Published: (2026)