Stochastic Process Learning via Operator Flow Matching

Code

• github.com/yzshi5/spl_ofm
  OfficialIn paperpytorch★ 20

Abstract

Expanding on neural operators, we propose a novel framework for stochastic process learning across arbitrary domains. In particular, we develop operator flow matching (OFM) for learning stochastic process priors on function spaces. OFM provides the probability density of the values of any collection of points and enables mathematically tractable functional regression at new points with mean and density estimation. Our method outperforms state-of-the-art models in stochastic process learning, functional regression, and prior learning.

Tasks

Reproductions