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Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…

Dynamical Systems · Mathematics 2020-03-11 Yanjie Zhang , Xiao Wang , Qiao Huang , Jinqiao Duan , Tingting Li

We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…

Machine Learning · Computer Science 2023-10-24 Yanfang Liu , Minglei Yang , Zezhong Zhang , Feng Bao , Yanzhao Cao , Guannan Zhang

Score-based generative modeling (SGM) has grown to be a hugely successful method for learning to generate samples from complex data distributions such as that of images and audio. It is based on evolving an SDE that transforms white noise…

Machine Learning · Computer Science 2022-10-04 Holden Lee , Jianfeng Lu , Yixin Tan

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

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

Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the variable of interest. Typically, this SDE is both non-linear…

Statistical Mechanics · Physics 2020-06-22 Marco Bianucci , Riccardo Mannella

Diffusion models have become a leading paradigm in generative AI, with score estimation via denoising score matching as a central component. While recent theory provides strong statistical guarantees, it typically relies on…

Machine Learning · Computer Science 2026-04-21 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Research on stochastic differential equations (SDE) involving both additive and multiplicative noise has been extensive. In situations where the primary process is driven by a multiplicative stochastic process, additive white noise…

Statistics Theory · Mathematics 2024-04-23 Marco Bianucci , Mauro Bologna , Riccardo Mannella

Recently, Zhang et al. have proposed the Diffusion Exponential Integrator Sampler (DEIS) for fast generation of samples from Diffusion Models. It leverages the semi-linear nature of the probability flow ordinary differential equation (ODE)…

Machine Learning · Computer Science 2023-11-13 Guoxuan Xia , Duolikun Danier , Ayan Das , Stathi Fotiadis , Farhang Nabiei , Ushnish Sengupta , Alberto Bernacchia

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

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…

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

Diffusion models have achieved remarkable success in generative modeling. However, this study confirms the existence of overfitting in diffusion model training, particularly in data-limited regimes. To address this challenge, we propose…

Machine Learning · Computer Science 2025-08-12 Liang Hou , Yuan Gao , Boyuan Jiang , Xin Tao , Qi Yan , Renjie Liao , Pengfei Wan , Di Zhang , Kun Gai

Score-based stochastic denoising models have recently been demonstrated as powerful machine learning tools for conditional and unconditional image generation. The existing methods are based on a forward stochastic process wherein the…

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…

Analysis of PDEs · Mathematics 2021-11-01 Jian-guo Liu , Ziheng Wang , Yuan Zhang , Zhennan Zhou

Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…

Machine Learning · Statistics 2025-10-29 Adam Nordenhög , Akash Sharma

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