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We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…

Statistical Mechanics · Physics 2007-05-23 Francesco Chiaravalloti , Alexander V. Milovanov , Gaetano Zimbardo

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

We study the effect of spatially-varying potential and diffusivity on the dispersion of a tracer particle in single-file diffusion. Non-interacting particles in such a system exhibit normal diffusion at late times, which is characterised by…

Statistical Mechanics · Physics 2025-09-15 Benjamin Sorkin , David S. Dean

Long DNA molecules can be mapped by cutting them with restriction enzymes inside a narrow channel. Once cut, the individual fragments thus produced move away from each other due to diffusion and entropic effects. We investigate how long it…

Soft Condensed Matter · Physics 2025-06-11 Hanyang. Wang , Gary W Slater

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

The diffusion motions of individual polymer aggregates in disordered porous media were visualized using the single particle tracking (SPT) method because the motions inside porous media play important roles in various fields of science and…

Soft Condensed Matter · Physics 2024-10-24 Yusaku Abe , Naoki Tomioka , Yu Matsuda

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

The advent of single molecule microscopy has revolutionized biological investigations by providing a powerful tool for the study of intercellular and intracellular trafficking processes of protein molecules which was not available before…

Signal Processing · Electrical Eng. & Systems 2020-11-26 Milad R. Vahid , Bernard Hanzon , Raimund J. Ober

Heterogeneous diffusion processes occur in many different fields such as transport in living cells or diffusion in porous media. A characterization of the transport parameters of such processes can be achieved by ensemble-based methods,…

Data Analysis, Statistics and Probability · Physics 2011-10-17 Michael Bauer , Rustem Valiullin , Günter Radons , Jörg Kärger

In molecular dynamics simulations in the NPT ensemble at constant pressure, the size and shape of the periodic simulation box fluctuate with time. For particle images far from the origin, the rescaling of the box by the barostat results in…

Computational Physics · Physics 2023-03-17 Jakob Tómas Bullerjahn , Sören von Bülow , Maziar Heidari , Jérôme Hénin , Gerhard Hummer

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

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

Elliptically symmetric distributions are widely used in portfolio modeling, as well as in signal processing applications for modeling impulsive background noises. Of particular interest are algorithms for covariance estimation and subspace…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

Diffusion-based classifiers such as those relying on the Personalized PageRank and the Heat kernel, enjoy remarkable classification accuracy at modest computational requirements. Their performance however is affected by the extent to which…

Machine Learning · Statistics 2019-02-20 Dimitris Berberidis , Athanasios N. Nikolakopoulos , Georgios B. Giannakis

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…

Machine Learning · Statistics 2024-02-15 Hongrui Chen , Lexing Ying

The diffusion model has shown success in generating high-quality and diverse solutions to trajectory optimization problems. However, diffusion models with neural networks inevitably make prediction errors, which leads to constraint…

Machine Learning · Computer Science 2024-06-04 Anjian Li , Zihan Ding , Adji Bousso Dieng , Ryne Beeson

This work studies optimal detection for communication over diffusion-based molecular timing (DBMT) channels. The transmitter simultaneously releases multiple information particles, where the information is encoded in the time of release.…

Information Theory · Computer Science 2017-09-12 Yonathan Murin , Nariman Farsad , Mainak Chowdhury , Andrea Goldsmith