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Stochastic Optimal Control for Diffusion Bridges in Function Spaces Byoungwoo Park

Neural Information Processing Systems

In this paper, we present a theory of stochastic optimal control (SOC) tailored to infinite-dimensional spaces, aiming to extend diffusion-based algorithms to function spaces. Specifically, we demonstrate how Doob's



ARobustFunctionalEMAlgorithmforIncomplete PanelCountData

Neural Information Processing Systems

Panel count data describes aggregated counts of recurrent events observed at discrete time points. To understand dynamics of health behaviors and predict future negative events, the field of quantitative behavioral research has evolved toincreasingly rely upon panel count data collected viamultiple self reports, for example, about frequencies ofsmoking using in-the-moment surveysonmobile devices. However, missing reports are common and present a major barrier to downstream statistical learning.