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Feb, 2024
非线性和无限维扩散过程的条件化
Conditioning non-linear and infinite-dimensional diffusion processes
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Elizabeth Louise Baker, Gefan Yang, Michael L. Severinsen, Christy Anna Hipsley, Stefan Sommer
TL;DR
利用无限维Girsanov定理条件化函数值随机过程，得到调节过程的随机微分方程，并应用该技术进行进化生物学中形态的时间序列分析。
Abstract
generative diffusion models
and many stochastic models in science and engineering naturally live in
infinite dimensions
before discretisation. To incorporate observed data for statistical and learning tasks, one
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