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Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and…

Machine Learning · Statistics 2026-05-26 Xifeng Zhang , Jin Zhao

The finance industry is producing an increasing amount of datasets that investment professionals can consider to be influential on the price of financial assets. These datasets were initially mainly limited to exchange data, namely price,…

Computational Finance · Quantitative Finance 2024-05-16 Matteo Rizzato , Julien Wallart , Christophe Geissler , Nicolas Morizet , Noureddine Boumlaik

Generative adversarial networks (GANs) are a class of machine-learning models that use adversarial training to generate new samples with the same (potentially very complex) statistics as the training samples. One major form of training…

Disordered Systems and Neural Networks · Physics 2022-12-12 Steven Durr , Youssef Mroueh , Yuhai Tu , Shenshen Wang

This paper proposes the TrafficFlowGAN, a physics-informed flow based generative adversarial network (GAN), for uncertainty quantification (UQ) of dynamical systems. TrafficFlowGAN adopts a normalizing flow model as the generator to…

Machine Learning · Computer Science 2022-10-18 Zhaobin Mo , Yongjie Fu , Daran Xu , Xuan Di

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

Graph neural network (GNN) is a promising approach to learning and predicting physical phenomena described in boundary value problems, such as partial differential equations (PDEs) with boundary conditions. However, existing models…

Machine Learning · Computer Science 2023-03-24 Masanobu Horie , Naoto Mitsume

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions,…

Machine Learning · Computer Science 2024-06-21 Aiqing Zhu , Qianxiao Li

Deep learning-based medical image processing algorithms require representative data during development. In particular, surgical data might be difficult to obtain, and high-quality public datasets are limited. To overcome this limitation and…

Image and Video Processing · Electrical Eng. & Systems 2024-04-05 Siyuan Mei , Fuxin Fan , Fabian Wagner , Mareike Thies , Mingxuan Gu , Yipeng Sun , Andreas Maier

Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…

As a new way of training generative models, Generative Adversarial Nets (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has…

Machine Learning · Computer Science 2017-08-28 Lantao Yu , Weinan Zhang , Jun Wang , Yong Yu

The interface between stochastic analysis and machine learning is a rapidly evolving field, with path signatures - iterated integrals that provide faithful, hierarchical representations of paths - offering a principled and universal feature…

Machine Learning · Statistics 2025-06-26 Csaba Tóth

Graph neural networks (GNNs) face significant challenges with class imbalance, leading to biased inference results. To address this issue in heterogeneous graphs, we propose a novel framework that combines Graph Neural Network (GNN) and…

Machine Learning · Computer Science 2024-11-26 Hung-Chun Hsu , Bo-Jun Wu , Ming-Yi Hong , Che Lin , Chih-Yu Wang

Traditional generative adversarial networks (GAN) and many of its variants are trained by minimizing the KL or JS-divergence loss that measures how close the generated data distribution is from the true data distribution. A recent advance…

Computer Vision and Pattern Recognition · Computer Science 2017-04-18 Felix Juefei-Xu , Vishnu Naresh Boddeti , Marios Savvides

We examined the use of modern Generative Adversarial Nets to generate novel images of oil paintings using the Painter By Numbers dataset. We implemented Spectral Normalization GAN (SN-GAN) and Spectral Normalization GAN with Gradient…

Computer Vision and Pattern Recognition · Computer Science 2019-03-18 Adeel Mufti , Biagio Antonelli , Julius Monello

Generative adversarial networks (GANs) are successful deep generative models. GANs are based on a two-player minimax game. However, the objective function derived in the original motivation is changed to obtain stronger gradients when…

Machine Learning · Statistics 2016-11-10 Masatoshi Uehara , Issei Sato , Masahiro Suzuki , Kotaro Nakayama , Yutaka Matsuo

Despite various breakthroughs in machine learning and data analysis techniques for improving smart operation and management of urban water infrastructures, some key limitations obstruct this progress. Among these shortcomings, the absence…

Machine Learning · Computer Science 2023-02-01 Amin E. Bakhshipour , Alireza Koochali , Ulrich Dittmer , Ali Haghighi , Sheraz Ahmad , Andreas Dengel

In the context of PDE-constrained optimization theory, source identification problems traditionally entail particles emerging from an unknown source distribution inside a domain, moving according to a prescribed stochastic process,…

Optimization and Control · Mathematics 2025-08-22 Richard B. Lehoucq , Scott A. McKinley , Petr Plecháč

We propose a new class of physics-informed neural networks, called Physics-Informed Generator-Encoder Adversarial Networks, to effectively address the challenges posed by forward, inverse, and mixed problems in stochastic differential…

Machine Learning · Computer Science 2023-11-06 Ruisong Gao , Min Yang , Jin Zhang

A general class of dynamical systems which can be trained to operate in classification and generation modes are introduced. A procedure is proposed to plant asymptotic stationary attractors of the deterministic model. Optimizing the…

Disordered Systems and Neural Networks · Physics 2025-10-15 Stefano Gagliani , Feliciano Giuseppe Pacifico , Lorenzo Chicchi , Duccio Fanelli , Diego Febbe , Lorenzo Buffoni , Raffaele Marino

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

Machine Learning · Computer Science 2026-02-13 Sebastian Zeng , Andreas Petersson , Wolfgang Bock
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