Skip to content

OthmaneAnalytics/sb-drift-experiments

Repository files navigation

Schrödinger-Bridge Drift Estimation Experiments

This repository accompanies the paper on direct nonparametric estimation of Schrödinger-bridge drifts from a closed-form conditional-ratio representation.

It contains:

  • synthetic model definitions,
  • deterministic truth computation,
  • kernel drift estimators,
  • rate / CLT / adaptivity / stress-test drivers,
  • YAML configurations,
  • saved artifacts used for the paper figures and tables.

Repository layout

  • src/sbdrift/ — core implementation
  • configs/ — experiment configurations
  • scripts/ — experiment drivers and summary scripts
  • figures/ — paper-facing figures
  • results/ — saved experiment outputs and summaries

Canonical paper-facing artifacts

The final paper primarily uses:

  • results/processed/adapt_final/
  • results/processed/clt_runs/
  • results/processed/stress/latest/
  • figures/

See results/README.md for a guide to saved outputs.

Reproducing the main experiments

Typical entry points are:

python scripts/00_preflight.py --config configs/gg_1d.yaml
python scripts/01_rate.py --config configs/gg_1d.yaml ...
python scripts/02_clt.py --config configs/gg_1d.yaml ...
python scripts/03_stress_summary_raw_only.py

Run-specific parameters, seeds, and saved outputs are documented in the processed summaries under results/processed/.

Notes

  • All reported experiments were CPU-only.
  • The repository contains both final reported artifacts and some exploratory outputs.
  • The final paper-facing summaries are documented in results/README.md.

Citation

If you use this repository, please cite the associated paper.

About

Experiments and reproducible artifacts for direct nonparametric Schrödinger-bridge drift estimation

Topics

Resources

License

Stars

0 stars

Watchers

0 watching

Forks

Packages

 
 
 

Contributors