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We study the convergence of Langevin-Simulated Annealing type algorithms with multiplicative noise, i.e. for $V : \mathbb{R}^d \to \mathbb{R}$ a potential function to minimize, we consider the stochastic differential equation $dY_t = -…
We study variance reduction for score estimation and diffusion-based sampling in settings where the clean (target) score is available or can be approximated. Starting from the Target Score Identity (TSI), which expresses the noisy marginal…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
In this work, we study Source-Free Unsupervised Domain Adaptation under corruption-induced domain shifts, where performance degradation is caused by natural image corruptions that go beyond additive noise, including blur, weather effects,…
Transfer Learning aims to optimally aggregate samples from a target distribution, with related samples from a so-called source distribution to improve target risk. Multiple procedures have been proposed over the last two decades to address…
This paper mainly discusses the diffusion on complex networks with time-varying couplings. We propose a model to describe the adaptive diffusion process of local topological and dynamical information, and find that the Barabasi-Albert…
We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…
Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
Diffusion models have recently achieved remarkable success in generative modeling, yet their training dynamics across different noise levels remain highly imbalanced, which can lead to inefficient optimization and unstable learning…
Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…
We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
We consider parametric estimation and tests for multi-dimensional diffusion processes with a small dispersion parameter $\varepsilon$ from discrete observations. For parametric estimation of diffusion processes, the main target is to…
This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…
Identifying low-energy adsorption geometries on catalytic surfaces is a practical bottleneck for computational heterogeneous catalysis: the difficulty lies not only in the cost of density functional theory (DFT) but in proposing initial…
We study the sticky Cox-Ingersoll-Ross (CIR) process in one dimension, a diffusion on $[0,\infty)$ with a sticky boundary condition at the origin, arising as the marginal process in a sparse Bayesian inference framework based on…
Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
Diffusion models have made remarkable progress in solving various inverse problems, attributing to the generative modeling capability of the data manifold. Posterior sampling from the conditional score function enable the precious data…