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Diffusion models have greatly improved visual generation but are hindered by slow generation speed due to the computationally intensive nature of solving generative ODEs. Rectified flow, a widely recognized solution, improves generation…

Computer Vision and Pattern Recognition · Computer Science 2024-10-14 Fu-Yun Wang , Ling Yang , Zhaoyang Huang , Mengdi Wang , Hongsheng Li

We study the exit-time of a self-interacting diffusion from an open domain $G \subset \mathbb{R}^d$. In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \frac{1}{t}\int_0^t\nabla F (X_t - X_s)d{s} \right) d{t} +…

Probability · Mathematics 2025-02-04 Ashot Aleksian , Aline Kurtzmann , Julian Tugaut

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

Task robust adaptation is a long-standing pursuit in sequential decision-making. Some risk-averse strategies, e.g., the conditional value-at-risk principle, are incorporated in domain randomization or meta reinforcement learning to…

Machine Learning · Computer Science 2025-05-16 Yun Qu , Qi Cheems Wang , Yixiu Mao , Yiqin Lv , Xiangyang Ji

Text-to-image diffusion models have demonstrated unprecedented capabilities for flexible and realistic image synthesis. Nevertheless, these models rely on a time-consuming sampling procedure, which has motivated attempts to reduce their…

Computer Vision and Pattern Recognition · Computer Science 2025-05-23 Rosco Hunter , Łukasz Dudziak , Mohamed S. Abdelfattah , Abhinav Mehrotra , Sourav Bhattacharya , Hongkai Wen

Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution $\mu_1$ from samples drawn from a source distribution $\mu_0$. This framework relies on a fixed coupling between $\mu_0$ and…

Machine Learning · Computer Science 2026-05-12 Le-Tuyet-Nhi Pham , Giovanni Conforti , Zhenjie Ren , Alain Durmus

This paper studies the identification of an $\mathbb{R}^d$-valued diffusion $X$ when a running function of it, say $h(X_t)$, is observed. A point-wise observation of the process (in other words, observing $h(X_t)$ in isolation) cannot…

Probability · Mathematics 2024-10-24 Dan Crisan , Martin Clark

Machine learning algorithms typically assume that the training and test samples come from the same distributions, i.e., in-distribution. However, in open-world scenarios, streaming big data can be Out-Of-Distribution (OOD), rendering these…

Machine Learning · Computer Science 2022-11-10 Anique Tahir , Lu Cheng , Ruocheng Guo , Huan Liu

Diffusion models have demonstrated significant potential in achieving state-of-the-art performance across various text generation tasks. In this systematic study, we investigate their application to the table-to-text problem by adapting the…

Computation and Language · Computer Science 2024-09-24 Aleksei S. Krylov , Oleg D. Somov

Diffusion and flow matching policies have recently demonstrated remarkable performance in robotic applications by accurately capturing multimodal robot trajectory distributions. However, their computationally expensive inference, due to the…

Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when…

Probability · Mathematics 2019-06-25 Mathias Højgaard Jensen , Anton Mallasto , Stefan Sommer

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

A recurrent task in coordinated systems is managing (estimating, predicting, or controlling) signals that vary in space, such as distributed sensed data or computation outcomes. Especially in large-scale settings, the problem can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-14 Roberto Casadei , Stefano Mariani , Danilo Pianini , Mirko Viroli , Franco Zambonelli

Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , M. Isopi , C. M. Newman

In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…

Computational Engineering, Finance, and Science · Computer Science 2015-03-13 K. B. Nakshatrala , A. J. Valocchi

For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…

Statistics Theory · Mathematics 2023-07-19 Miljenko Huzak , Snježana Lubura Strunjak , Andreja Vlahek Štrok

I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…

Probability · Mathematics 2014-09-16 Jeremy Thane Clark

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…

Optimization and Control · Mathematics 2016-02-16 Masahiko Egami , Tadao Oryu