Trajectory Inference via Mean-field Langevin in Path Space. (arXiv:2205.07146v2 [math.OC] UPDATED)

Trajectory inference aims at recovering the dynamics of a population from
snapshots of its temporal marginals. To solve this task, a min-entropy
estimator relative to the Wiener measure in path space was introduced by
Lavenant et al. arXiv:2102.09204, and shown to consistently recover the
dynamics of a large class of drift-diffusion processes from the solution of an
infinite dimensional convex optimization problem. In this paper, we introduce a
grid-free algorithm to compute this estimator. Our method consists in a …

arxiv inference math mean path space