arXiv Machine Learning By Aaron Zweig, Zaikang Lin, Elham Azizi, David Knowles

Towards Identifiability of Interventional Stochastic Differential Equations

Read the original on arXiv Machine Learning →

arXiv:2505. 15987v5 Announce Type: replace Abstract: We study identifiability of stochastic differential equations (SDE) under multiple interventions.

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arXiv Machine Learning
Jul 22

Neural Kolmogorov Equations: Parallelizable Learning of Stochastic Dynamics under General Noise

arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.

By Arthur Bizzi, Olga Fink
arXiv Machine Learning
Jul 30

Learning Controlled Stochastic Differential Equations

arXiv:2411. 01982v2 Announce Type: replace-cross Abstract: We study the problem of learning controlled stochastic differential equations (SDEs) \[ dX_t = b(t,X_t,u_t)\,dt + \sigma(t,X_t,u_t)\,dW_t, \] whose drift and diffusion depend nonlinearly on time, state, and control values.

By Luc Brogat-Motte, Riccardo Bonalli, Alessandro Rudi
arXiv Machine Learning
Jun 10

It\^o maps for any-step SDEs

arXiv:2606. 11156v1 Announce Type: cross Abstract: Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics.

By Zhengkai Pan, Peter Potaptchik, Wenxi Yao, Michael S. Albergo, Jakiw Pidstrigach
arXiv Machine Learning
Jul 3

Adjoint Matching through the Lens of the Stochastic Maximum Principle in Optimal Control

arXiv:2604. 08580v2 Announce Type: replace-cross Abstract: Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing a control under SDE constraints.

By Carles Domingo-Enrich, Jiequn Han