Search Results for author: Nicole Tianjiao Yang

Found 4 papers, 2 papers with code

Reflected Schrödinger Bridge for Constrained Generative Modeling

no code implementations6 Jan 2024 Wei Deng, Yu Chen, Nicole Tianjiao Yang, Hengrong Du, Qi Feng, Ricky T. Q. Chen

Diffusion models have become the go-to method for large-scale generative models in real-world applications.

Relative Arbitrage Opportunities in an Extended Mean Field System

no code implementations5 Nov 2023 Nicole Tianjiao Yang, Tomoyuki Ichiba

We establish a conditional McKean-Vlasov system to study the market dynamics coupled with investors.

Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation

1 code implementation12 May 2023 Yu Chen, Wei Deng, Shikai Fang, Fengpei Li, Nicole Tianjiao Yang, Yikai Zhang, Kashif Rasul, Shandian Zhe, Anderson Schneider, Yuriy Nevmyvaka

We show that optimizing the transport cost improves the performance and the proposed algorithm achieves the state-of-the-art result in healthcare and environmental data while exhibiting the advantage of exploring both temporal and feature patterns in probabilistic time series imputation.

Imputation Time Series

Multilevel Diffusion: Infinite Dimensional Score-Based Diffusion Models for Image Generation

1 code implementation8 Mar 2023 Paul Hagemann, Sophie Mildenberger, Lars Ruthotto, Gabriele Steidl, Nicole Tianjiao Yang

We thereby intend to obtain diffusion models that generalize across different resolution levels and improve the efficiency of the training process.

Image Generation

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