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Found 4 papers, 0 papers with code
Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution.
Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis
One common approach to detecting change-points is minimizing a cost function over possible numbers and locations of change-points.
Kernel Two-Sample Tests in High Dimension: Interplay Between Moment Discrepancy and Dimension-and-Sample Orders
Motivated by the increasing use of kernel-based metrics for high-dimensional and large-scale data, we study the asymptotic behavior of kernel two-sample tests when the dimension and sample sizes both diverge to infinity.
A New Framework for Distance and Kernel-based Metrics in High Dimensions
The paper presents new metrics to quantify and test for (i) the equality of distributions and (ii) the independence between two high-dimensional random vectors.
