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Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…

Machine Learning · Computer Science 2025-08-14 Tristan S. W. Stevens , Hans van Gorp , Faik C. Meral , Junseob Shin , Jason Yu , Jean-Luc Robert , Ruud J. G. van Sloun

Diffusion models have emerged as a powerful framework in generative modeling, typically relying on optimizing neural networks to estimate the score function via forward SDE simulations. In this work, we propose an alternative method that is…

Numerical Analysis · Mathematics 2025-06-17 Yuehaw Khoo , Mathias Oster , Yifan Peng

Diffusion models generate high-dimensional data with remarkable quality, yet how their training efficiently learns the score function, bypassing the curse of dimensionality when data is supported on low-dimensional manifolds, remains…

Machine Learning · Computer Science 2026-05-21 Wei Huang , Andi Han , Mingyuan Bai , Huanjian Zhou , Qixin Zhang , Taiji Suzuki , Kenji Fukumizu

Recently, the fractional Fokker-Planck equations (FFPEs) with multiple internal states are built for the particles undergoing anomalous diffusion with different waiting time distributions for different internal states, which describe the…

Numerical Analysis · Mathematics 2020-05-06 Daxin Nie , Jing Sun , Weihua Deng

This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of…

Statistical Finance · Quantitative Finance 2020-08-25 Karina Arias-Calluari , Morteza. N. Najafi , Michael S. Harré , Fernando Alonso-Marroquin

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for…

Machine Learning · Statistics 2026-05-25 Benedikt Lütke Schwienhorst , Nadja Klein , Johannes Lederer

Despite their groundbreaking performance for many generative modeling tasks, diffusion models have fallen short on discrete data domains such as natural language. Crucially, standard diffusion models rely on the well-established theory of…

Machine Learning · Statistics 2024-06-10 Aaron Lou , Chenlin Meng , Stefano Ermon

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Diffusion models have shown incredible capabilities as generative models; indeed, they power the current state-of-the-art models on text-conditioned image generation such as Imagen and DALL-E 2. In this work we review, demystify, and unify…

Machine Learning · Computer Science 2022-08-26 Calvin Luo

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

Plasma Physics · Physics 2009-03-18 F. Sattin

The Fokker-Planck (FP) equation is a foundational PDE in stochastic processes. However, curse of dimensionality (CoD) poses challenge when dealing with high-dimensional FP PDEs. Although Monte Carlo and vanilla Physics-Informed Neural…

Machine Learning · Computer Science 2024-02-13 Zheyuan Hu , Zhongqiang Zhang , George Em Karniadakis , Kenji Kawaguchi

Denoising diffusion models are a class of generative models which have recently achieved state-of-the-art results across many domains. Gradual noise is added to the data using a diffusion process, which transforms the data distribution into…

Machine Learning · Statistics 2024-06-28 Francisco Vargas , Teodora Reu , Anna Kerekes , Michael M Bronstein

Score-based (denoising diffusion) generative models have recently gained a lot of success in generating realistic and diverse data. These approaches define a forward diffusion process for transforming data to noise and generate data by…

Machine Learning · Computer Science 2021-06-01 Alexia Jolicoeur-Martineau , Ke Li , Rémi Piché-Taillefer , Tal Kachman , Ioannis Mitliagkas

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Recently, conditional score-based diffusion models have gained significant attention in the field of supervised speech enhancement, yielding state-of-the-art performance. However, these methods may face challenges when generalising to…

Computer Vision and Pattern Recognition · Computer Science 2023-09-20 Berné Nortier , Mostafa Sadeghi , Romain Serizel

Despite the tremendous success of diffusion generative models in text-to-image generation, replicating this success in the domain of image compression has proven difficult. In this paper, we demonstrate that diffusion can significantly…

Image and Video Processing · Electrical Eng. & Systems 2024-03-11 Emiel Hoogeboom , Eirikur Agustsson , Fabian Mentzer , Luca Versari , George Toderici , Lucas Theis

In this article, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of…

Analysis of PDEs · Mathematics 2020-01-14 M. A. S. Kolarijani , A. V. Proskurnikov , P. Mohajerin Esfahani

While diffusion models have shown great success in image generation, their noise-inverting generative process does not explicitly consider the structure of images, such as their inherent multi-scale nature. Inspired by diffusion models and…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Severi Rissanen , Markus Heinonen , Arno Solin