11 November 2024
Interpretating Bayes’ Law via Optimal Transport for Filtering Problems
1Thought is only a flash in the middle of a long night. But this flash means everything.
Raymond Poincaré
11 November 2024
Interpretating Bayes’ Law via Optimal Transport for Filtering Problems
1
10 April 2024
A Monte Carlo sampler for radial basis function kernels and positional embedding
4
02 April 2024
A scalable template for high-dimensional time series predictions
5
09 March 2024
Does a straighter flow always yield more efficient transport?
7
07 March 2024
The optimal penalty can be zero or negative for real-world high dimensional data.
8
The Triangle of Flow, Diffusion, and PDE
01 July 2023
Connections between Probability Flows, Diffusions, and PDEs.
9
20 May 2023
A general coupling technique for characterizing a broad range of diffusions.
10
19 June 2022
A framework that unifies optimal transport, FB-SDEs, fluid dynamics, and stochastic control.
12
01 November 2021
An elegant sampler that utilizes Hamiltonian dynamics to propose new states in simulations.
13
Couplings and Monte Carlo Methods (I)
01 August 2021
A family of techniques to understand the convergence of random variables.
14
The Lyapunov Function Method for Poincaré Inequality
01 June 2021
An elegant functional inequality that unifies ODEs, PDEs, SDEs, functional analysis, and Riemannian geometry.
15
Replica Exchange and Variance Reduction
01 May 2021
Running multiple MCMCs at different temperatures to explore the solution thoroughly.
16
Dynamic Importance Sampling and Beyond
05 November 2020
Negative learning rate helps escape local traps.
17