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Estimating means on Riemannian manifolds is generally computationally expensive because the Riemannian distance function is not known in closed-form for most manifolds. To overcome this, we show that Riemannian diffusion means can be…

Other Statistics · Statistics 2025-02-19 Frederik Möbius Rygaard , Steen Markvorsen , Søren Hauberg , Stefan Sommer

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

Machine Learning · Computer Science 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…

Machine Learning · Computer Science 2022-08-18 Chin-Wei Huang , Milad Aghajohari , Avishek Joey Bose , Prakash Panangaden , Aaron Courville

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

Mathematical Physics · Physics 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł

We give a new algorithm for learning mixtures of $k$ Gaussians (with identity covariance in $\mathbb{R}^n$) to TV error $\varepsilon$, with quasi-polynomial ($O(n^{\text{poly\,log}\left(\frac{n+k}{\varepsilon}\right)})$) time and sample…

Machine Learning · Computer Science 2025-03-05 Khashayar Gatmiry , Jonathan Kelner , Holden Lee

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…

Mathematical Physics · Physics 2015-03-24 Christopher H. Joyner , Uzy Smilansky

Diffusion models have recently shown remarkable results in magnetic resonance imaging reconstruction. However, the employed networks typically are black-box estimators of the (smoothed) prior score with tens of millions of parameters,…

Image and Video Processing · Electrical Eng. & Systems 2025-01-16 Laurenz Nagler , Martin Zach , Thomas Pock

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The…

Systems and Control · Computer Science 2015-06-22 Paolo Di Lorenzo

We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…

Statistics Theory · Mathematics 2022-12-06 Benjamin Eltzner , Pernille Hansen , Stephan F. Huckemann , Stefan Sommer

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…

Statistical Mechanics · Physics 2016-10-05 Abhijit Ghosh , Joseph Samuel , Supurna Sinha

We introduce diffusion geometry as a new framework for geometric and topological data analysis. Diffusion geometry uses the Bakry-Emery $\Gamma$-calculus of Markov diffusion operators to define objects from Riemannian geometry on a wide…

Metric Geometry · Mathematics 2024-07-03 Iolo Jones

We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…

Statistical Mechanics · Physics 2015-05-28 Denis Boyer , David S. Dean

We propose a method to approximate the distribution of robot configurations satisfying multiple objectives. Our approach uses variational inference, a popular method in Bayesian computation, which has several advantages over sampling-based…

Robotics · Computer Science 2019-11-25 Emmanuel Pignat , Teguh Lembono , Sylvain Calinon

We implement an efficient method of computation of two dimensional Fourier-type integrals based on approximation of the integrand by Gaussian radial basis functions, which constitute a standard tool in approximation theory. As a result, we…

Numerical Analysis · Mathematics 2022-02-07 A. Martinez-Finkelshtein , D. Ramos-Lopez , D. R. Iskander

Diffusion models are central to generative modeling and have been adapted to graphs by diffusing adjacency matrix representations. The challenge of having up to $n!$ such representations for graphs with $n$ nodes is only partially mitigated…

Diffusion-based motion planners are becoming popular due to their well-established performance improvements, stemming from sample diversity and the ease of incorporating new constraints directly during inference. However, a primary…

Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…

Differential Geometry · Mathematics 2026-02-09 Iolo Jones , David Lanners
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