Séminaire du CIMMUL – Huyên Pham
Séminaire du CIMMUL – Huyên Pham
Generative modeling for time series via Schrödinger bridge Huyên Pham Professeur Université de Paris Diderot Résumé We propose a novel generative model for time series based on Schr\"odinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure consistent with […]