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portfolio
Portfolio item number 2
Short description of portfolio item number 2 
publications
Matching Algorithms for High-Dimensional Stochastic Optimal Control
Published in In Preparation, 2025
Developing algorithms for high-dimensional stochastic optimal control connecting flow matching, score-based models, and mean field games.
Recommended citation: R. Leburu, L. Nurbekyan, L. Ruthotto, & G. Zhang. (in preparation). "Matching Algorithms for High-Dimensional Stochastic Optimal Control."
Variational Sparse Paired Autoencoders for Inverse Problems
Published in In Preparation, 2025
Developing variational sparse paired autoencoders for solving inverse problems.
Recommended citation: J. Solomon, R. Leburu, M. Li, & M. Chung. (in preparation). "Variational Sparse Paired Autoencoders for Inverse Problems."
Differentiating through Stochastic Differential Equations: A Primer
Published in arXiv preprint, 2026
A tutorial-style paper on differentiating through SDEs, making these tools more accessible to the research community.
Recommended citation: R. Leburu, L. Nurbekyan, & L. Ruthotto. (2026). "Differentiating through Stochastic Differential Equations: A Primer." arXiv:2601.08594
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talks
Enhancing Variational Autoencoders with Conditional Normalizing Flows
Published:
Presented research on methods to enhance variational autoencoders using conditional normalizing flows on the posterior, conducted during Emory’s Computational Mathematics for Data Science REU under Dr. Deepanshu Verma.