no code implementations • 11 Apr 2023 • Mohamed Hamdouche, Pierre Henry-Labordere, Huyên Pham
We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach.
no code implementations • 14 Feb 2023 • Mohamed Hamdouche, Pierre Henry-Labordere, Huyen Pham
We develop policy gradients methods for stochastic control with exit time in a model-free setting.