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Yu-Zhen Zhao

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#machine learning Preprint Oct 2026

Learning Transition Kernels of Jump-Diffusion Processes with Conditional Diffusion Models

This work studies the problem of learning transition kernels for time-homogeneous jump-diffusion processes using conditional diffusion models and establishes non-asymptotic bounds for the conditional score estimation error and for the KL divergence between the laws of the true and generated discretely observed paths.

Yu-Zhen Zhao, Ya-Ting Liu, Quentin Guibert · 0 citations