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.
A computational fluid mechanics solution to the Monge- Kantorovich mass transfer problem.Numerische Mathematik, 84(3):375–393, 2000
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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.