Flow matching on time series targets a closed-form nonparametric velocity field that is a similarity-weighted mixture of observed transition velocities, making neural models approximations to an ideal memory-augmented dynamical system sampler.
Mimicking an Itˆ o process by a solution of a stochastic differential equation.The Annals of Applied Probability, 23(4):1584 – 1628, 2013
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Is Flow Matching Just Trajectory Replay for Sequential Data?
Flow matching on time series targets a closed-form nonparametric velocity field that is a similarity-weighted mixture of observed transition velocities, making neural models approximations to an ideal memory-augmented dynamical system sampler.