BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Elizabeth Baker (DTU) DTSTART:20250611T111500Z DTEND:20250611T120000Z DTSTAMP:20260422T155154Z UID:gbgstats/83 DESCRIPTION:Title: Conditioning diffusion processes with score matching methods\nby Eli zabeth Baker (DTU) as part of Gothenburg statistics seminar\n\nLecture hel d in MVL14.\n\nAbstract\nIn stochastic optimal control and conditional gen erative modelling\, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most existing methods require this reward to be differentiable\, using gradients to stee r the diffusion towards favourable outcomes. However\, in many practical s ettings\, like diffusion bridges\, the reward is singular\, taking an infi nite value if the target is hit and zero otherwise. We introduce a novel f ramework\, based on Malliavin calculus and path-space integration by parts \, that enables the development of methods robust to such singularities. T his allows our approach to handle a broad range of applications\, includin g classification\, diffusion bridges\, and conditioning without the need f or artificial observational noise.\n LOCATION:https://researchseminars.org/talk/gbgstats/83/ END:VEVENT END:VCALENDAR