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We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assuming that only one lineage survives each…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Jesse E. Taylor

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

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Machine Learning · Computer Science 2025-06-11 Nicholas A. Pearson , Francesca Cairoli , Luca Bortolussi , Davide Russo , Francesca Zanello

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

Diffusion models have demonstrated empirical successes in various applications and can be adapted to task-specific needs via guidance. This paper studies a form of gradient guidance for adapting a pre-trained diffusion model towards…

Machine Learning · Statistics 2024-10-17 Yingqing Guo , Hui Yuan , Yukang Yang , Minshuo Chen , Mengdi Wang

We study conditional generation in diffusion models under hard constraints, where generated samples must satisfy prescribed events with probability one. Such constraints arise naturally in safety-critical applications and in rare-event…

Artificial Intelligence · Computer Science 2026-03-10 Zhengyi Guo , Wenpin Tang , Renyuan Xu

Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…

Machine Learning · Computer Science 2025-03-04 Xingzhuo Guo , Yu Zhang , Baixu Chen , Haoran Xu , Jianmin Wang , Mingsheng Long

Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…

Statistical Mechanics · Physics 2025-10-15 Mauricio J. del Razo , Margarita Kostré

Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models,…

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin

Transporting between arbitrary distributions is a fundamental goal in generative modeling. Recently proposed diffusion bridge models provide a potential solution, but they rely on a joint distribution that is difficult to obtain in…

Machine Learning · Computer Science 2025-03-03 Jun Hyeong Kim , Seonghwan Kim , Seokhyun Moon , Hyeongwoo Kim , Jeheon Woo , Woo Youn Kim

We present a conditional diffusion model - ConDiSim, for simulation-based inference of complex systems with intractable likelihoods. ConDiSim leverages denoising diffusion probabilistic models to approximate posterior distributions,…

Machine Learning · Computer Science 2025-10-17 Mayank Nautiyal , Andreas Hellander , Prashant Singh

Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…

Soft Condensed Matter · Physics 2015-06-17 Surajith N. Wanasundara , Raymond J. Spiteri , Richard K. Bowles

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro