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This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…

Probability · Mathematics 2021-12-30 Kai Du , Yifan Jiang , Jinfeng Li

We discuss conditions to be put on mean-field-like theories to be able to describe fundamental physical phenomena in disordered electron systems. In particular, we investigate options for a consistent mean-field theory of electron…

Disordered Systems and Neural Networks · Physics 2008-09-16 V. Janis , J. Kolorenc

Diffusion models have gained attention for their ability to represent complex distributions and incorporate uncertainty, making them ideal for robust predictions in the presence of noisy or incomplete data. In this study, we develop and…

Machine Learning · Computer Science 2024-11-05 Yilin Zhuang , Sibo Cheng , Karthik Duraisamy

We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…

Probability · Mathematics 2026-04-15 I. Bailleul , N. Moench

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

Diffusion models (DMs) have recently emerged as SoTA tools for generative modeling in various domains. Standard DMs can be viewed as an instantiation of hierarchical variational autoencoders (VAEs) where the latent variables are inferred…

Computer Vision and Pattern Recognition · Computer Science 2022-10-12 Jiatao Gu , Shuangfei Zhai , Yizhe Zhang , Miguel Angel Bautista , Josh Susskind

We study a McKean-Vlasov Forward-Backward Stochastic Differential Equation (FBSDE) in connection with the theory of Stochastic Differential Mean-Field games, particularly the weak (non-fully coupled) formulation described in Section 3.3.1…

Optimization and Control · Mathematics 2026-05-08 Hector Sanchez Morgado , Jesus Sierra

One of the core problems in mean-field control and mean-field games is to solve the corresponding McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs). Most existing methods are tailored to special cases in which the…

Optimization and Control · Mathematics 2023-09-20 Jiequn Han , Ruimeng Hu , Jihao Long

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

We consider the weak-error rate of the SPDE approximation by regularized Dean-Kawasaki equation with It\^o noise for particle systems with mean-field interactions both on the drift and the noise. The global existence and uniqueness of the…

Probability · Mathematics 2025-03-03 Ana Djurdjevac , Xiaohao Ji , Nicolas Perkowski

Diffusion models, as a kind of powerful generative model, have given impressive results on image super-resolution (SR) tasks. However, due to the randomness introduced in the reverse process of diffusion models, the performances of…

Image and Video Processing · Electrical Eng. & Systems 2024-04-02 Yiyang Ma , Huan Yang , Wenhan Yang , Jianlong Fu , Jiaying Liu

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

We develop a mean-field theory for large, non-exchangeable particle (agent) systems where the states and interaction weights co-evolve in a coupled system of SDEs. A first main result is the establishment of the propagation of…

Probability · Mathematics 2025-12-30 Datong Zhou

In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical $\alpha$-stable process, where $\alpha\in(1,2)$. Then by the method of the Khasminskii's time…

Probability · Mathematics 2021-06-11 Mengyuan Kong , Yinghui Shi , Xiaobin Sun

Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…

Methodology · Statistics 2017-11-08 Philipp Frank , Theo Steininger , Torsten A. Enßlin

Discriminative classifiers have become a foundational tool in deep learning for medical imaging, excelling at learning separable features of complex data distributions. However, these models often need careful design, augmentation, and…

Computer Vision and Pattern Recognition · Computer Science 2025-08-11 Gian Mario Favero , Parham Saremi , Emily Kaczmarek , Brennan Nichyporuk , Tal Arbel

A new type of differential equations for probability measures on Euclidean spaces, called Measure Differential Equations (briefly MDEs), is introduced. MDEs correspond to Probability Vector Fields, which map measures on an Euclidean space…

Optimization and Control · Mathematics 2017-09-01 Benedetto Piccoli

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…

Methodology · Statistics 2025-11-17 Christopher Stanton , Alexandros Beskos

Diffusion models have recently been shown to excel in many image reconstruction tasks that involve inverse problems based on a forward measurement operator. A common framework uses task-agnostic unconditional models that are later…

Computer Vision and Pattern Recognition · Computer Science 2024-06-17 Alper Güngör , Bahri Batuhan Bilecen , Tolga Çukur