arXiv Machine Learning By Mihriban Ceylan, David J. Pr\"omel

Global universal approximation with Brownian signatures

Read the original on arXiv Machine Learning →

arXiv:2512. 16396v2 Announce Type: replace-cross Abstract: We establish $L^p$-universal approximation theorems for general path-dependent and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to the $L^p$-distance.

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arXiv Machine Learning
Jun 25

Structured Approximations of Measures

arXiv:2310. 09149v3 Announce Type: replace-cross Abstract: We study the approximation of probability measures in the Wasserstein-$p$ distance by structured classes of approximators, motivated by applications in imaging, machine learning, and physical measurement under sensor constraints.

By Keaton Hamm, Varun Khurana
arXiv Machine Learning
Jul 21

Twisted Schr\"odinger Bridge Matching

arXiv:2607. 16987v1 Announce Type: cross Abstract: Over the past few years, diffusion-based Schr\"odinger bridge models have been proposed to approximate optimal transport dynamics between two prescribed boundary distributions, with successful applications to generative modeling.

By Maxence Noble, Marie Scheid, Yazid Janati, Eric Moulines, Alain Durmus