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Establishing reliable correspondences is essential for registration tasks such as 3D and 2D3D registration. Existing methods commonly leverage geometric or semantic point features to generate potential correspondences. However, these…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there any statistical evidence from the…
Imputation methods play a critical role in enhancing the quality of practical time-series data, which often suffer from pervasive missing values. Recently, diffusion-based generative imputation methods have demonstrated remarkable success…
Understanding visual scenes is fundamental to human intelligence. While discriminative models have significantly advanced computer vision, they often struggle with compositional understanding. In contrast, recent generative text-to-image…
Diffusion models have emerged as the leading paradigm in generative modeling, excelling in various applications. Despite their success, these models often misalign with human intentions and generate results with undesired properties or even…
Regulatory stress tests have become one of the main tools for setting capital requirements at the largest U.S. banks. The Federal Reserve uses confidential models to evaluate bank-specific outcomes for bank-specific portfolios in shared…
The probabilistic diffusion model has become highly effective across various domains. Typically, sampling from a diffusion model involves using a denoising distribution characterized by a Gaussian with a learned mean and either fixed or…
Several hypothesis testing methods have been proposed to validate the assumption of isotropy in spatial point patterns. A majority of these methods are characterised by an unknown distribution of the test statistic under the null hypothesis…
We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…
We study the problem of training neural stochastic differential equations, or diffusion models, to sample from a Boltzmann distribution without access to target samples. Existing methods for training such models enforce time-reversal of the…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
Diffusion models have been leveraged to perform adversarial purification and thus provide both empirical and certified robustness for a standard model. On the other hand, different robustly trained smoothed models have been studied to…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…
Diffusion Models (DMs) iteratively denoise random samples to produce high-quality data. The iterative sampling process is derived from Stochastic Differential Equations (SDEs), allowing a speed-quality trade-off chosen at inference. Another…
Diffusion models have emerged as a pivotal advancement in generative models, setting new standards to the quality of the generated instances. In the current paper we aim to underscore a discrepancy between conventional training methods and…
Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…