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We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

Given $n$ independent samples from a $d$-dimensional probability distribution, our aim is to generate diffusion-based samples from a distribution obtained by tilting the original, where the degree of tilt is parametrized by $\theta \in…

Higher-order ODE solvers have become a standard tool for accelerating diffusion probabilistic model (DPM) sampling, motivating the widespread view that first-order methods are inherently slower and that increasing discretization order is…

Machine Learning · Statistics 2026-01-01 Yuchen Jiao , Na Li , Changxiao Cai , Gen Li

We provide a framework for solving inverse problems with diffusion models learned from linearly corrupted data. Firstly, we extend the Ambient Diffusion framework to enable training directly from measurements corrupted in the Fourier…

Computer Vision and Pattern Recognition · Computer Science 2025-04-23 Asad Aali , Giannis Daras , Brett Levac , Sidharth Kumar , Alexandros G. Dimakis , Jonathan I. Tamir

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

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

Diffusion Probabilistic Models (DPMs) have recently shown remarkable performance in image generation tasks, which are capable of generating highly realistic images. When adopting DPMs for image restoration tasks, the crucial aspect lies in…

Computer Vision and Pattern Recognition · Computer Science 2023-06-01 Yi Zhang , Xiaoyu Shi , Dasong Li , Xiaogang Wang , Jian Wang , Hongsheng Li

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

Recovering high-dimensional signals from corrupted measurements is a central challenge in inverse problems. Recent advances in generative diffusion models have shown remarkable empirical success in providing strong data-driven priors, but…

Machine Learning · Computer Science 2025-09-26 Oscar Leong , Yann Traonmilin

Policy mirror descent (PMD) is a general policy optimization framework in reinforcement learning, which can cover a wide range of typical policy optimization methods by specifying different mirror maps. Existing analysis of PMD requires…

Optimization and Control · Mathematics 2025-09-24 Jiacai Liu , Wenye Li , Ke Wei

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Machine Learning · Statistics 2024-12-12 Christopher Williams , Andrew Campbell , Arnaud Doucet , Saifuddin Syed

Diffusion models excel in solving imaging inverse problems due to their ability to model complex image priors. However, their reliance on large, clean datasets for training limits their practical use where clean data is scarce. In this…

Computer Vision and Pattern Recognition · Computer Science 2024-07-02 Weimin Bai , Yifei Wang , Wenzheng Chen , He Sun

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

Machine Learning · Computer Science 2024-06-26 Yudan Wang , Shaofeng Zou , Yue Wang

In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…

Methodology · Statistics 2016-07-11 A. Llera , C. F. Beckmann

Due to the high complexity and technical requirements of industrial production processes, surface defects will inevitably appear, which seriously affects the quality of products. Although existing lightweight detection networks are highly…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Xuyi Yu

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

Methodology · Statistics 2025-01-23 Matteo Giordano , Sven Wang

Diffusion language models (DLMs) enable parallel, order-agnostic generation with iterative refinement, offering a flexible alternative to autoregressive large language models (LLMs). However, adapting reinforcement learning (RL) fine-tuning…

Machine Learning · Computer Science 2026-02-12 Kevin Rojas , Jiahe Lin , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Molei Tao , Wei Deng

Despite the remarkable generation capabilities of Diffusion Models (DMs), conducting training and inference remains computationally expensive. Previous works have been devoted to accelerating diffusion sampling, but achieving data-efficient…

Computer Vision and Pattern Recognition · Computer Science 2024-10-03 Yize Li , Yihua Zhang , Sijia Liu , Xue Lin

Nowadays, denoising diffusion probabilistic models have been adapted for many image segmentation tasks. However, existing end-to-end models have already demonstrated remarkable capabilities. Rather than using denoising diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-07 Shi Zhenning , Dong Changsheng , Xie Xueshuo , Pan Bin , He Along , Li Tao

Computational fluid dynamics (CFD) is a powerful tool for modeling turbulent flow and is commonly used for urban microclimate simulations. However, traditional CFD methods are computationally intensive, requiring substantial hardware…