Optimal regularity for the porous medium equation

Published · Reinforcement Learning and Decision Making (RLDM 2022), extended abstract. Reward optimization in fully observable Markov decision processes is equivalent to a linear program over the polytope of state-action frequencies. Taking a similar perspective in the case of partially observable Markov decision…

Published · Advances in Neural Information Processing Systems (NeurIPS 2024). Physics-informed neural networks (PINNs) are infamous for being hard to train. Recently, second-order methods based on natural gradient and Gauss-Newton methods have shown promising performance, improving the accuracy achieved by first-order methods…

The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using deterministic or stochastic…