Bayesian learning via neural Schrödinger-Föllmer flows

DOI10.1007/s11222-022-10172-5zbMath1499.62036arXiv2111.10510OpenAlexW3216084461MaRDI QIDQ2104005

Francisco J. Vargas, Andrius Ovsianas, David Fernandes, Nikolas Nüsken, Neil D. Lawrence, Mark A. Girolami

Publication date: 9 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.10510

zbMATH Keywords

stochastic controlBayesian inferenceSchrödinger bridge problemBayesian deep learningFöllmer drift

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Artificial neural networks and deep learning (68T07) Bayesian inference (62F15)

Related Items

Global Optimization via Schrödinger–Föllmer Diffusion

Uses Software

• MNIST
• STRUCTURE
• Delve Datasets
• CIFAR
• PyTorch
• GitHub

Cites Work

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• Data assimilation: The Schrödinger perspective
• Bayesian Estimation of Linear Mixtures Using the Normal Compositional Model. Application to Hyperspectral Imagery
• Monte Carlo sampling methods using Markov chains and their applications
• Variational Inference for Stochastic Differential Equations

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