Matches in SemOpenAlex for { <https://semopenalex.org/work/W3213663242> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3213663242 abstract "We consider the problem of simulating diffusion bridges, i.e. diffusion processes that are conditioned to initialize and terminate at two given states. Diffusion bridge simulation has applications in diverse scientific fields and plays a crucial role for statistical inference of discretely-observed diffusions. This is known to be a challenging problem that has received much attention in the last two decades. In this work, we first show that the time-reversed diffusion bridge process can be simulated if one can time-reverse the unconditioned diffusion process. We introduce a variational formulation to learn this time-reversal that relies on a score matching method to circumvent intractability. We then consider another iteration of our proposed methodology to approximate the Doob's $h$-transform defining the diffusion bridge process. As our approach is generally applicable under mild assumptions on the underlying diffusion process, it can easily be used to improve the proposal bridge process within existing methods and frameworks. We discuss algorithmic considerations and extensions, and present some numerical results." @default.
- W3213663242 created "2021-11-22" @default.
- W3213663242 creator A5050614717 @default.
- W3213663242 creator A5052510379 @default.
- W3213663242 creator A5089036750 @default.
- W3213663242 creator A5091677854 @default.
- W3213663242 date "2023-01-18" @default.
- W3213663242 modified "2023-10-14" @default.
- W3213663242 title "Simulating Diffusion Bridges with Score Matching" @default.
- W3213663242 cites W1505878979 @default.
- W3213663242 cites W1522301498 @default.
- W3213663242 cites W1588437162 @default.
- W3213663242 cites W1975978197 @default.
- W3213663242 cites W1998591187 @default.
- W3213663242 cites W2005669468 @default.
- W3213663242 cites W2013035813 @default.
- W3213663242 cites W2015510160 @default.
- W3213663242 cites W2015626078 @default.
- W3213663242 cites W2023581626 @default.
- W3213663242 cites W2064401329 @default.
- W3213663242 cites W2066628672 @default.
- W3213663242 cites W2085741817 @default.
- W3213663242 cites W2088413985 @default.
- W3213663242 cites W2088804322 @default.
- W3213663242 cites W2090805023 @default.
- W3213663242 cites W2090816344 @default.
- W3213663242 cites W2099490136 @default.
- W3213663242 cites W2124333705 @default.
- W3213663242 cites W2126750122 @default.
- W3213663242 cites W2134589175 @default.
- W3213663242 cites W2143792696 @default.
- W3213663242 cites W2154723880 @default.
- W3213663242 cites W2167857476 @default.
- W3213663242 cites W2168255721 @default.
- W3213663242 cites W2401024973 @default.
- W3213663242 cites W2574199497 @default.
- W3213663242 cites W2773584840 @default.
- W3213663242 cites W2912786967 @default.
- W3213663242 cites W2963403868 @default.
- W3213663242 cites W3004305852 @default.
- W3213663242 cites W3043704069 @default.
- W3213663242 cites W3099753200 @default.
- W3213663242 cites W3104146538 @default.
- W3213663242 cites W3140767046 @default.
- W3213663242 cites W3155936924 @default.
- W3213663242 cites W3169386841 @default.
- W3213663242 cites W3208015123 @default.
- W3213663242 cites W3214534814 @default.
- W3213663242 cites W1527131282 @default.
- W3213663242 hasPublicationYear "2023" @default.
- W3213663242 type Work @default.
- W3213663242 sameAs 3213663242 @default.
- W3213663242 citedByCount "0" @default.
- W3213663242 crossrefType "posted-content" @default.
- W3213663242 hasAuthorship W3213663242A5050614717 @default.
- W3213663242 hasAuthorship W3213663242A5052510379 @default.
- W3213663242 hasAuthorship W3213663242A5089036750 @default.
- W3213663242 hasAuthorship W3213663242A5091677854 @default.
- W3213663242 hasBestOaLocation W32136632422 @default.
- W3213663242 hasConcept C105795698 @default.
- W3213663242 hasConcept C121332964 @default.
- W3213663242 hasConcept C165064840 @default.
- W3213663242 hasConcept C33923547 @default.
- W3213663242 hasConcept C41008148 @default.
- W3213663242 hasConcept C69357855 @default.
- W3213663242 hasConcept C97355855 @default.
- W3213663242 hasConceptScore W3213663242C105795698 @default.
- W3213663242 hasConceptScore W3213663242C121332964 @default.
- W3213663242 hasConceptScore W3213663242C165064840 @default.
- W3213663242 hasConceptScore W3213663242C33923547 @default.
- W3213663242 hasConceptScore W3213663242C41008148 @default.
- W3213663242 hasConceptScore W3213663242C69357855 @default.
- W3213663242 hasConceptScore W3213663242C97355855 @default.
- W3213663242 hasLocation W32136632421 @default.
- W3213663242 hasLocation W32136632422 @default.
- W3213663242 hasOpenAccess W3213663242 @default.
- W3213663242 hasPrimaryLocation W32136632421 @default.
- W3213663242 hasRelatedWork W2026765658 @default.
- W3213663242 hasRelatedWork W2098774094 @default.
- W3213663242 hasRelatedWork W2129126521 @default.
- W3213663242 hasRelatedWork W2361944761 @default.
- W3213663242 hasRelatedWork W2363160663 @default.
- W3213663242 hasRelatedWork W2368676408 @default.
- W3213663242 hasRelatedWork W2380389143 @default.
- W3213663242 hasRelatedWork W2391408860 @default.
- W3213663242 hasRelatedWork W4317623192 @default.
- W3213663242 hasRelatedWork W990597891 @default.
- W3213663242 isParatext "false" @default.
- W3213663242 isRetracted "false" @default.
- W3213663242 magId "3213663242" @default.
- W3213663242 workType "article" @default.