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Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can…

Machine Learning · Computer Science 2021-06-21 Tijin Yan , Hongwei Zhang , Tong Zhou , Yufeng Zhan , Yuanqing Xia

Generative models can be categorized into two types: explicit generative models that define explicit density forms and allow exact likelihood inference, such as score-based diffusion models (SDMs) and normalizing flows; implicit generative…

Machine Learning · Statistics 2023-07-06 Jingwei Zhang , Han Shi , Jincheng Yu , Enze Xie , Zhenguo Li

We establish global well-posedness and convergence of the score-based generative models (SGM) under minimal general assumptions of initial data for score estimation. For the smooth case, we start from a Lipschitz bound of the score function…

Machine Learning · Computer Science 2024-05-28 Connor Mooney , Zhongjian Wang , Jack Xin , Yifeng Yu

Diffusion models have quickly become some of the most popular and powerful generative models for high-dimensional data. The key insight that enabled their development was the realization that access to the score -- the gradient of the…

Machine Learning · Computer Science 2025-12-01 Zhenghan Fang , Mateo Díaz , Sam Buchanan , Jeremias Sulam

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

We propose a new score-based model with one-step sampling. Previously, score-based models were burdened with heavy computations due to iterative sampling. For substituting the iterative process, we train a standalone generator to compress…

Computer Vision and Pattern Recognition · Computer Science 2023-09-21 Senmao Ye , Fei Liu

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

Seismic data restoration is a fundamental task in seismic exploration, yet remains challenging under complex and unknown degradations. Traditional model-driven or task-specific learning methods often require retraining for each degradation…

Geophysics · Physics 2026-02-27 Chuangji Meng , Jinghuai Gao , Zongben Xu

Generative models are a promising tool to produce cosmological simulations but face significant challenges in scalability, physical consistency, and adherence to domain symmetries, limiting their utility as alternatives to $N$-body…

Cosmology and Nongalactic Astrophysics · Physics 2025-08-26 Diana-Alexandra Onutu , Yue Zhao , Joaquin Vanschoren , Vlado Menkovski

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

In Score based Generative Modeling (SGMs), the state-of-the-art in generative modeling, stochastic reverse processes are known to perform better than their deterministic counterparts. This paper delves into the heart of this phenomenon,…

Machine Learning · Computer Science 2023-12-15 Karthik Elamvazhuthi , Samet Oymak , Fabio Pasqualetti

Reconstructing 3D scenes from unconstrained image collections poses significant challenges due to variations in appearance. In this paper, we propose Scalable Micro-macro Wavelet-based Gaussian Splatting (SMW-GS), a novel method that…

Computer Vision and Pattern Recognition · Computer Science 2025-06-17 Yihui Li , Chengxin Lv , Hongyu Yang , Di Huang

We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…

Numerical Analysis · Mathematics 2017-06-13 H. Cagan Ozen , Guillaume Bal

We present a novel method for training score-based generative models which uses nonlinear noising dynamics to improve learning of structured distributions. Generalizing to a nonlinear drift allows for additional structure to be incorporated…

Machine Learning · Statistics 2025-07-10 Jeremiah Birrell , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang , Wei Zhu

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Score-based diffusion models generate new samples by learning the score function associated with a diffusion process. While the effectiveness of these models can be theoretically explained using differential equations related to the…

Machine Learning · Computer Science 2026-01-21 Doheon Kim

This paper investigates a Stochastic Partial Differential Equation (SPDE) derived from the Fokker-Planck equation associated with Score-based Generative Models. We modify the standard Fokker-Planck equation to better represent practical…

Analysis of PDEs · Mathematics 2025-09-08 Junsu Seo

Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationships between simulator inputs and a single output summary…

Machine Learning · Computer Science 2026-01-21 L. Jeff Hong , Yanxi Hou , Qingkai Zhang , Xiaowei Zhang

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

We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…

Machine Learning · Computer Science 2021-10-15 Qinsheng Zhang , Yongxin Chen
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