Search Results - "Pavon, Michele"

Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I by Yongxin Chen, Georgiou, Tryphon T., Pavon, Michele

“…We consider the problem of steering a linear dynamical system with complete state observation from an initial Gaussian distribution in state-space to a final…”
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On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint by Chen, Yongxin, Georgiou, Tryphon T., Pavon, Michele

“…We take a new look at the relation between the optimal transport problem and the Schrödinger bridge problem from a stochastic control perspective. Our aim is…”
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Optimal Transport Over a Linear Dynamical System by Yongxin Chen, Georgiou, Tryphon T., Pavon, Michele

“…We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy…”
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ENTROPIC AND DISPLACEMENT INTERPOLATION: A COMPUTATIONAL APPROACH USING THE HILBERT METRIC by CHEN, YONGXIN, GEORGIOU, TRYPHON, PAVON, MICHELE

“…Monge–Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities—it quantifies the cost of transporting a…”
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Steering the Distribution of Agents in Mean-Field Games System by Chen, Yongxin, Georgiou, Tryphon T., Pavon, Michele

“…The purpose of this work is to pose and solve the problem to guide a collection of weakly interacting dynamical systems (agents, particles, etc.) to a…”
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On the Geometry of Maximum Entropy Problems by Pavon, Michele, Ferrante, Augusto

“…We show that a simple geometric result suffices to derive the form of the optimal solution in a large class of finite- and infinite-dimensional maximum entropy…”
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On Local Entropy, Stochastic Control, and Deep Neural Networks by Pavon, Michele

“…In this letter, we connect some recent papers on smoothing of energy landscapes and scored-based generative models of machine learning to classical work in…”
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A Maximum Entropy Approach to the Realizability of Spin Correlation Matrices by Michele Pavon, Paolo Dai Pra, Neeraja Sahasrabudhe

“…Deriving the form of the optimal solution of a maximum entropy problem, we obtain an infinite family of linear inequalities characterizing the polytope of spin…”
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Traversing the Schrödinger Bridge Strait: Robert Fortet’s Marvelous Proof Redux by Essid, Montacer, Pavon, Michele

“…In the early 1930s, Erwin Schrödinger, motivated by his quest for a more classical formulation of quantum mechanics, posed a large deviation problem for a…”
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Optimal Steering of a Linear Stochastic System to a Final Probability Distribution-Part III by Chen, Yongxin, Georgiou, Tryphon T., Pavon, Michele

“…The subject of this work has its roots in the so-called Schrödginer bridge problem (SBP) which asks for the most likely distribution of Brownian particles in…”
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A variational derivation of a class of BFGS-like methods by Pavon, Michele

“…We provide a maximum entropy derivation of a new family of BFGS-like methods. Similar results are then derived for block BFGS methods. This also yields an…”
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The Data‐Driven Schrödinger Bridge by Pavon, Michele, Trigila, Giulio, Tabak, Esteban G.

“…Erwin Schrödinger posed—and to a large extent solved—in 1931/32 the problem of finding the most likely random evolution between two continuous probability…”
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Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II by Yongxin Chen, Georgiou, Tryphon T., Pavon, Michele

“…We address the problem of steering the state of a linear stochastic system to a prescribed distribution over a finite horizon with minimum energy, and the…”
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Robust Transport Over Networks by Chen, Yongxin, Georgiou, Tryphon, Pavon, Michele, Tannenbaum, Allen

“…We consider transportation over a strongly connected, directed graph. The scheduling amounts to selecting transition probabilities for a discrete-time Markov…”
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Optimal Transport in Systems and Control by Chen, Yongxin, Georgiou, Tryphon T, Pavon, Michele

“…Optimal transport began as the problem of how to efficiently redistribute goods between production and consumers and evolved into a far-reaching geometric…”
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Efficient Robust Routing for Single Commodity Network Flows by Chen, Yongxin, Georgiou, Tryphon T., Pavon, Michele, Tannenbaum, Allen

“…We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the…”
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Regularized Transport Between Singular Covariance Matrices by Ciccone, Valentina, Chen, Yongxin, Georgiou, Tryphon T., Pavon, Michele

“…We consider the problem of steering a linear stochastic system between two endpoint degenerate Gaussian distributions in finite time. This accounts for those…”
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On the Error Region for Channel Estimation-Based Physical Layer Authentication Over Rayleigh Fading by Ferrante, Augusto, Laurenti, Nicola, Masiero, Chiara, Pavon, Michele, Tomasin, Stefano

“…For a physical layer message authentication procedure based on the comparison of channel estimates obtained from the received messages, we focus on an outer…”
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Time and Spectral Domain Relative Entropy: A New Approach to Multivariate Spectral Estimation by Ferrante, A., Masiero, C., Pavon, M.

“…The concept of spectral relative entropy rate is introduced for jointly stationary Gaussian processes. Using classical information-theoretic results, we…”
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A Maximum Entropy Enhancement for a Family of High-Resolution Spectral Estimators by Ferrante, A., Pavon, M., Zorzi, M.

“…Structured covariances occurring in spectral analysis, filtering and identification need to be estimated from a finite observation record. The corresponding…”
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