Othmane Mazhar

Publications

My work spans statistical learning from dependent data, stochastic-system identification, optimal transport and stochastic control, generative diffusion models, and analytical and computational methods for partial differential equations.

2026

  1. Submitted manuscript
    Othmane Mazhar and Huyên Pham.
    Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees.
    Under review, 2026.
    arXiv code
    BibTeX 
    @misc{mazhar2026direct,
  author = {Othmane Mazhar and Huyên Pham},
  title = {{Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees}},
  year = {2026},
  note = {Under review},
  eprint = {2605.05432},
  archivePrefix = {arXiv}
}
  2. Submitted manuscript
    Pierre Henry-Labordère, Grégoire Loeper, Othmane Mazhar, Huyên Pham, and Nizar Touzi.
    Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control.
    Under review, 2026.
    arXiv
    BibTeX 
    @misc{henrylabordere2026bridging,
  author = {Pierre Henry-Labordère and Grégoire Loeper and Othmane Mazhar and Huyên Pham and Nizar Touzi},
  title = {{Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control}},
  year = {2026},
  note = {Under review},
  eprint = {2603.27712},
  archivePrefix = {arXiv}
}
  3. Submitted manuscript
    Alexandre Alouadi, Grégoire Loeper, Célian Marsala, Othmane Mazhar, and Huyên Pham.
    SBBTS: A Unified Schrödinger–Bass Framework for Synthetic Financial Time Series.
    Under review, 2026.
    arXiv code
    BibTeX 
    @misc{alouadi2026sbbts,
  author = {Alexandre Alouadi and Grégoire Loeper and Célian Marsala and Othmane Mazhar and Huyên Pham},
  title = {{SBBTS: A Unified Schrödinger–Bass Framework for Synthetic Financial Time Series}},
  year = {2026},
  note = {Under review},
  eprint = {2604.07159},
  archivePrefix = {arXiv}
}
  4. Submitted manuscript
    Alexandre Alouadi, Pierre Henry-Labordère, Grégoire Loeper, Othmane Mazhar, Huyên Pham, and Nizar Touzi.
    LightSBB-M: Bridging Schrödinger and Bass for Generative Diffusion Modeling.
    Under review, 2026.
    arXiv code
    BibTeX 
    @misc{alouadi2026lightsbbm,
  author = {Alexandre Alouadi and Pierre Henry-Labordère and Grégoire Loeper and Othmane Mazhar and Huyên Pham and Nizar Touzi},
  title = {{LightSBB-M: Bridging Schrödinger and Bass for Generative Diffusion Modeling}},
  year = {2026},
  note = {Under review},
  eprint = {2601.19312},
  archivePrefix = {arXiv}
}
  5. Submitted manuscript
    Alexandre Alouadi, Pierre Henry-Labordère, Grégoire Loeper, Othmane Mazhar, Huyên Pham, and Nizar Touzi.
    A PDE Derivation of the Schrödinger–Bass Bridge.
    Under review, 2026.
    arXiv
    BibTeX 
    @misc{alouadi2026pde,
  author = {Alexandre Alouadi and Pierre Henry-Labordère and Grégoire Loeper and Othmane Mazhar and Huyên Pham and Nizar Touzi},
  title = {{A PDE Derivation of the Schrödinger–Bass Bridge}},
  year = {2026},
  note = {Under review},
  eprint = {2601.17863},
  archivePrefix = {arXiv}
}

2025

  1. Journal article
    Salah Eddine Choutri, Boualem Djehiche, and Othmane Mazhar.
    Empirical Validation of Novel Non-Asymptotic Bounds on the Least Squares Estimator for LTI Systems with Applications in Economics.
    Asian Journal of Economics and Banking 9(3), 491–509, 2025.
    DOI
    BibTeX 
    @article{choutri2025empirical,
  author = {Salah Eddine Choutri and Boualem Djehiche and Othmane Mazhar},
  title = {{Empirical validation of novel non-asymptotic bounds on the least squares estimator for LTI systems with applications in economics}},
  journal = {Asian Journal of Economics and Banking},
  year = {2025}
}
  2. Conference paper
    Salah Eddine Choutri, Prajwal Chauhan, Othmane Mazhar, and Saif Eddin Jabari.
    Monte Carlo-Type Neural Operator for Differential Equations.
    International Conference on Machine Learning and Applications (ICMLA), 2025.
    arXiv
    BibTeX 
    @inproceedings{choutri2025montecarlo,
  author = {Salah Eddine Choutri and Prajwal Chauhan and Othmane Mazhar and Saif Eddin Jabar},
  title = {{Monte Carlo-Type Neural Operator for Differential Equations}},
  booktitle = {International Conference on Machine Learning and Applications},
  year = {2025},
  eprint = {2510.05620},
  archivePrefix = {arXiv}
}
  3. Book chapter
    Boualem Djehiche and Othmane Mazhar.
    An Optimal Non-Asymptotic Journey Through System Identification with Least Squares.
    Studies in Systems, Decision and Control. Springer, 2025.
    BibTeX 
    @incollection{djehiche2025journey,
  author = {Boualem Djehiche and Othmane Mazhar},
  title = {{An optimal non-asymptotic journey through system identification with least squares}},
  booktitle = {Studies in Systems, Decision and Control},
  publisher = {Springer},
  year = {2025}
}
  4. Submitted manuscript
    Boualem Djehiche and Othmane Mazhar.
    Minimax Lower Bounds and Adaptivity for LTI State-Space Models with van Trees.
    Under review, 2025.
    BibTeX 
    @misc{djehiche2025minimax,
  author = {Boualem Djehiche and Othmane Mazhar},
  title = {{Minimax Lower Bounds and Adaptivity for LTI State-Space Models with van Trees}},
  year = {2025},
  note = {Under review}
}

2024

  1. Conference paper
    Archith Athrey, Othmane Mazhar, Meichen Guo, Bart De Schutter, and Shengling Shi.
    Regret Analysis of Learning-Based Linear Quadratic Gaussian Control with Additive Exploration.
    European Control Conference (ECC), 1795–1801, 2024.
    arXiv IEEE
    BibTeX 
    @inproceedings{athrey2024regret,
  author = {Archith Athrey and Othmane Mazhar and Meichen Guo and Bart De Schutter and Shengling Shi},
  title = {{Regret analysis of learning-based linear quadratic Gaussian control with additive exploration}},
  booktitle = {European Control Conference},
  pages = {1795--1801},
  year = {2024}
}

2023

  1. Journal article
    Shengling Shi, Othmane Mazhar, and Bart De Schutter.
    Finite-Sample Analysis of Identification of Switched Linear Systems with Arbitrary or Restricted Switching.
    IEEE Control Systems Letters 7, 121–126, 2023.
    arXiv
    BibTeX 
    @article{shi2023finite,
  author = {Shengling Shi and Othmane Mazhar and Bart De Schutter},
  title = {{Finite-sample analysis of identification of switched linear systems with arbitrary or restricted switching}},
  journal = {IEEE Control Systems Letters},
  volume = {7},
  pages = {121--126},
  year = {2023}
}

2022

  1. Preprint
    Boualem Djehiche and Othmane Mazhar.
    Efficient Learning of Hidden-State LTI State-Space Models of Unknown Order.
    Under review, 2025. arXiv:2202.01625.
    arXiv
    BibTeX 
    @misc{djehiche2025efficient,
  author = {Boualem Djehiche and Othmane Mazhar},
  title = {{Efficient Learning of Hidden-State LTI State-Space Models of Unknown Order}},
  year = {2025},
  note = {Under review},
  eprint = {2202.01625},
  archivePrefix = {arXiv}
}
  2. PhD thesis
    Othmane Mazhar.
    Data-Driven Modeling in the Presence of Time Series Structure: Improved Bounds and Effective Algorithms.
    PhD thesis, KTH Royal Institute of Technology, TRITA-SCI-FOU 2022:12, 2022.
    KTH record
    BibTeX 
    @phdthesis{mazhar2022datadriven,
  author = {Othmane Mazhar},
  title = {{Data-Driven Modeling in the Presence of Time Series Structure: Improved Bounds and Effective Algorithms}},
  school = {KTH Royal Institute of Technology},
  year = {2022}
}

2021

  1. Journal article
    Boualem Djehiche, Othmane Mazhar, and Cristian R. Rojas.
    Finite Impulse Response Models: A Non-Asymptotic Analysis of the Least Squares Estimator.
    Bernoulli 27(2), 976–1000, 2021.
    DOI arXiv
    BibTeX 
    @article{djehiche2021finite,
  author = {Boualem Djehiche and Othmane Mazhar and Cristian R. Rojas},
  title = {{Finite impulse response models: A non-asymptotic analysis of the least squares estimator}},
  journal = {Bernoulli},
  volume = {27},
  pages = {976--1000},
  year = {2021}
}
  2. Earlier preprint
    Boualem Djehiche and Othmane Mazhar.
    Non-Asymptotic Estimation Lower Bounds for LTI State-Space Models with Cramér–Rao and van Trees.
    Earlier preprint; material extended in subsequent submitted manuscripts.
    arXiv
    BibTeX 
    @misc{djehiche2021lower,
  author = {Boualem Djehiche and Othmane Mazhar},
  title = {{Non-asymptotic estimation lower bounds for LTI state-space models with Cramér--Rao and van Trees}},
  year = {2021},
  note = {Earlier preprint; material extended in subsequent submitted manuscripts},
  eprint = {2109.08582},
  archivePrefix = {arXiv}
}

2018

  1. Conference paper
    Othmane Mazhar, Cristian R. Rojas, Carlo Fischione, and Mohammad Reza Hesamzadeh.
    Bayesian Model Selection for Change Point Detection and Clustering.
    Proceedings of the 35th International Conference on Machine Learning, PMLR 80, 3433–3442, 2018.
    PMLR PDF
    BibTeX 
    @inproceedings{mazhar2018bayesian,
  author = {Othmane Mazhar and Cristian R. Rojas and Carlo Fischione and Mohammad Reza Hesamzadeh},
  title = {{Bayesian Model Selection for Change Point Detection and Clustering}},
  booktitle = {Proceedings of the 35th International Conference on Machine Learning},
  series = {Proceedings of Machine Learning Research},
  volume = {80},
  pages = {3433--3442},
  year = {2018}
}

2016

  1. Master’s thesis
    Othmane Mazhar.
    Optimal Consensus and Opinion Dynamics.
    Master’s thesis, KTH Royal Institute of Technology, TRITA-MAT-E 2016:17, 2016.
    KTH record
    BibTeX 
    @mastersthesis{mazhar2016optimal,
  author = {Othmane Mazhar},
  title = {{Optimal Consensus and Opinion Dynamics}},
  school = {KTH Royal Institute of Technology},
  year = {2016}
}