A plug-in estimator for tilted distributions is minimax-optimal, with Wasserstein closeness bounds to the true tilted distribution and TV-accuracy guarantees when running diffusion on the estimated samples.
The maximum entropy distribution of an asset inferred from option prices.Journal of Financial and Quantitative Analysis, 31(1):143–159
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Generating DDPM-based Samples from Tilted Distributions
A plug-in estimator for tilted distributions is minimax-optimal, with Wasserstein closeness bounds to the true tilted distribution and TV-accuracy guarantees when running diffusion on the estimated samples.