惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

博客园 - 叶小钗
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Microsoft Security Blog
Microsoft Security Blog
罗磊的独立博客
大猫的无限游戏
大猫的无限游戏
美团技术团队
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
aimingoo的专栏
aimingoo的专栏
腾讯CDC
WordPress大学
WordPress大学
Apple Machine Learning Research
Apple Machine Learning Research
F
Fortinet All Blogs
G
Google Developers Blog
MongoDB | Blog
MongoDB | Blog
Microsoft Azure Blog
Microsoft Azure Blog
小众软件
小众软件
Engineering at Meta
Engineering at Meta
博客园_首页
B
Blog RSS Feed
D
Docker
M
MIT News - Artificial intelligence
爱范儿
爱范儿
I
InfoQ

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for Primes in Short Intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Superposition and mimicking theorems for conditional McKe...
Daniel Lacker, Mykhaylo Shkolnikov, Jiacheng Zhang · 2020-04-01 · via math.PR updates on arXiv.org

We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The conditional time-marginals of the solutions to these SDEs satisfy non-linear stochastic partial differential equations (SPDEs) of the second order, whereas the laws of the conditional time-marginals follow Fokker-Planck equations on the space of probability measures. We prove two superposition principles: The first establishes that any solution of the SPDE can be lifted to a solution of the conditional McKean-Vlasov SDE, and the second guarantees that any solution of the Fokker-Planck equation on the space of probability measures can be lifted to a solution of the SPDE. We use these results to obtain a mimicking theorem which shows that the conditional time-marginals of an Ito process can be emulated by those of a solution to a conditional McKean-Vlasov SDE with Markovian coefficients. This yields, in particular, a tool for converting open-loop controls into Markovian ones in the context of controlled McKean-Vlasov dynamics.