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We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

Diffusion models are the mainstream approach for time series generation tasks. However, existing diffusion models for time series generation require retraining the entire framework to introduce specific conditional guidance. There also…

Machine Learning · Computer Science 2025-09-25 Mingchun Sun , Rongqiang Zhao , Hengrui Hu , Songyu Ding , Jie Liu

Acquiring accurate channel state information (CSI) is critical for reliable and efficient wireless communication, but challenges such as high pilot overhead and channel aging hinder timely and accurate CSI acquisition. CSI prediction, which…

Signal Processing · Electrical Eng. & Systems 2025-10-14 Mehdi Sattari , Javad Aliakbari , Alexandre Graell i Amat , Tommy Svensson

Diffusion-based generative models (DGMs) have recently attracted attention in speech enhancement research (SE) as previous works showed a remarkable generalization capability. However, DGMs are also computationally intensive, as they…

Audio and Speech Processing · Electrical Eng. & Systems 2024-06-21 Chenda Li , Samuele Cornell , Shinji Watanabe , Yanmin Qian

Time series imputation is a fundamental task for understanding time series with missing data. Existing methods either do not directly handle irregularly-sampled data or degrade severely with sparsely observed data. In this work, we…

Machine Learning · Computer Science 2021-05-28 Siyuan Shan , Yang Li , Junier B. Oliva

Time-series data with missing values are commonly encountered in many fields, such as healthcare, meteorology, and robotics. The imputation aims to fill the missing values with valid values. Most imputation methods trained the models…

Machine Learning · Computer Science 2024-11-21 Tae-Min Choi , Ji-Su Kang , Jong-Hwan Kim

Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points…

Machine Learning · Computer Science 2025-05-19 Mengxuan Li , Ke Liu , Jialong Guo , Jiajun Bu , Hongwei Wang , Haishuai Wang

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

Diffusion models have recently shown promise in time series forecasting, particularly for probabilistic predictions. However, they often fail to achieve state-of-the-art point estimation performance compared to regression-based methods.…

Artificial Intelligence · Computer Science 2025-11-25 Hang Ding , Xue Wang , Tian Zhou , Tao Yao

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

Real-world multivariate time series, particularly in critical infrastructure such as electrical power grids, are often corrupted by noise and anomalies that degrade the performance of downstream tasks. Standard data cleaning approaches…

Artificial Intelligence · Computer Science 2026-03-13 David Baumgartner , Helge Langseth , Heri Ramampiaro

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

The imputation of missing values in multivariate time series (MTS) data is critical in ensuring data quality and producing reliable data-driven predictive models. Apart from many statistical approaches, a few recent studies have proposed…

Machine Learning · Computer Science 2023-05-17 Maksims Kazijevs , Manar D. Samad

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

Machine Learning · Computer Science 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

Effective imputation is a crucial preprocessing step for time series analysis. Despite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms…

Score-based methods have recently seen increasing popularity in modeling and generation. Methods have been constructed to perform hypothesis testing and change-point detection with score functions, but these methods are in general not as…

Machine Learning · Statistics 2025-06-23 Sean Moushegian , Taposh Banerjee , Vahid Tarokh

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling…

Computation and Language · Computer Science 2025-04-29 Chen Su , Yuanhe Tian , Yan Song

Uncertainty quantification is critical in scientific inverse problems to distinguish identifiable parameters from those that remain ambiguous given available measurements. The Conditional Diffusion Model-based Inverse Problem Solver (CDI)…

Machine Learning · Computer Science 2026-01-27 Dmitrii Torbunov , Yihui Ren , Lijun Wu , Yimei Zhu