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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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.…