Othmane Mazhar

Software

Open-source implementations and reproducible computational artifacts accompanying selected research papers.

The repositories below provide experiment code, numerical pipelines, configuration files, examples, and saved artifacts for work on stochastic generative models, dependent time series, and Schrödinger–Bass transport.

Statistical inference · Reproducibility

Schrödinger-Bridge Drift Estimation Experiments

QQ plots comparing theoretical and sample quantiles for Gaussian-to-Gaussian and mixture-to-mixture Schrödinger-bridge drift estimation experiments
Pointwise Gaussian approximation for the direct drift estimator.

Reproducible experiments for direct nonparametric estimation of Schrödinger-bridge drifts from dependent time-series data. The repository accompanies the finite-sample, asymptotic, and adaptive analysis developed in the associated paper.

  • Kernel drift estimators and deterministic reference computations
  • Rate, central-limit, adaptivity, and stress-test drivers
  • Configurations, processed results, figures, and tests
Repository Associated paper
Financial time series

SBBTS

Side-by-side correlation matrices for real S&P 500 data and synthetic data generated by SBBTS
Cross-asset correlation structure in real and SBBTS-generated data.

Official implementation of the Schrödinger–Bass framework for synthetic financial time-series generation and data augmentation.

  • End-to-end Heston simulation workflow
  • S&P 500 cluster augmentation experiments
  • Training, sampling, and preprocessing utilities
Repository Associated paper
Generative diffusion modelling

LightSBB-M

Adult input faces translated into child faces using LightSB-M and Schrödinger-Bass models at several beta values
Adult-to-child unpaired image translation with LightSB-M and SBB.

Official implementation of a lightweight Schrödinger–Bass bridge method for generative transport, including synthetic experiments and an image-translation example.

  • Model architecture and training implementation
  • Reusable Schrödinger–Bass package
  • Example Jupyter notebook for image translation
Repository Associated paper