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We describe a robust planning method for autonomous driving that mixes normal and adversarial agent predictions output by a diffusion model trained for motion prediction. We first train a diffusion model to learn an unbiased distribution of…

Robotics · Computer Science 2025-05-20 Albert Zhao , Stefano Soatto

Scenario-based probabilistic forecasts have become vital for decision-makers in handling intermittent renewable energies. This paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic…

Machine Learning · Computer Science 2023-08-22 Esteban Hernandez Capel , Jonathan Dumas

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Artificial Intelligence · Computer Science 2023-02-01 Yuanpeng He

A nonhomogeneous hidden semi-Markov model is proposed to segment toroidal time series according to a finite number of latent regimes and, simultaneously, estimate the influence of time-varying covariates on the process' survival under each…

Applications · Statistics 2023-12-25 Francesco Lagona , Marco Mingione

In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…

Methodology · Statistics 2024-11-12 Ajay Jasra , Mohamed Maama , Raul Tempone

The increasing interest in renewable energy, particularly in wind, has given rise to the necessity of accurate models for the generation of good synthetic wind speed data. Markov chains are often used with this purpose but better models are…

Data Analysis, Statistics and Probability · Physics 2012-09-10 Guglielmo D'Amico , Filippo Petroni , Flavio Prattico

In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market…

Machine Learning · Computer Science 2024-03-22 Divyanshu Daiya , Monika Yadav , Harshit Singh Rao

This paper introduces a Multi-modal Diffusion model for Motion Prediction (MDMP) that integrates and synchronizes skeletal data and textual descriptions of actions to generate refined long-term motion predictions with quantifiable…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Leo Bringer , Joey Wilson , Kira Barton , Maani Ghaffari

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Structure determination workloads in neutron diffractometry are computationally expensive and routinely require several hours to many days to determine the structure of a material from its neutron diffraction patterns. The potential for…

Machine Learning · Computer Science 2025-06-16 Tianle Wang , Jorge Ramirez , Cristina Garcia-Cardona , Thomas Proffen , Shantenu Jha , Sudip K. Seal

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

With increasing concerns of climate change, renewable resources such as photovoltaic (PV) have gained popularity as a means of energy generation. The smooth integration of such resources in power system operations is enabled by accurate…

Applications · Statistics 2021-03-30 Fatemeh Najibi , Dimitra Apostolopoulou , Eduardo Alonso

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

We propose a neural network approach to produce probabilistic weather forecasts from a deterministic numerical weather prediction. Our approach is applied to operational surface temperature outputs from the Global Deterministic Prediction…

Atmospheric and Oceanic Physics · Physics 2025-04-07 David Landry , Anastase Charantonis , Claire Monteleoni

This work presents an autoregressive generative diffusion model (DiffObs) to predict the global evolution of daily precipitation, trained on a satellite observational product, and assessed with domain-specific diagnostics. The model is…

Computational Physics · Physics 2024-04-11 Jason Stock , Jaideep Pathak , Yair Cohen , Mike Pritchard , Piyush Garg , Dale Durran , Morteza Mardani , Noah Brenowitz

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…

Computational Physics · Physics 2025-03-18 Siddharth Rout , Eldad Haber , Stéphane Gaudreault

Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect…

Machine Learning · Computer Science 2024-11-12 Subham Sekhar Sahoo , Aaron Gokaslan , Chris De Sa , Volodymyr Kuleshov

We propose a novel denoising diffusion generative model for predicting nonlinear fluid fields named FluidDiff. By performing a diffusion process, the model is able to learn a complex representation of the high-dimensional dynamic system,…

Machine Learning · Computer Science 2023-01-31 Gefan Yang , Stefan Sommer

This article extends the preprint "Characterizing Agent-Based Model Dynamics via $\epsilon$-Machines and Kolmogorov-Style Complexity" by introducing diffusion models as orthogonal and complementary tools for characterizing the output of…

Multiagent Systems · Computer Science 2025-12-05 Roberto Garrone

Bimanual manipulation is crucial in robotics, enabling complex tasks in industrial automation and household services. However, it poses significant challenges due to the high-dimensional action space and intricate coordination requirements.…

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