Two new algorithm families (controlled transport on path space and Wasserstein/JKO density evolution) for sampling posterior path measures without trajectory data, with theoretical consistency equations and toy experiments.
MCMC methods for diffusion bridges.Stochastics and Dynamics, 8(03):319–350, 2008
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Machine-Learned Sampling of Conditioned Path Measures
Two new algorithm families (controlled transport on path space and Wasserstein/JKO density evolution) for sampling posterior path measures without trajectory data, with theoretical consistency equations and toy experiments.