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Related papers: On the Mathematics of Diffusion Models

200 papers

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

Perhaps surprisingly, recent studies have shown probabilistic model likelihoods have poor specificity for out-of-distribution (OOD) detection and often assign higher likelihoods to OOD data than in-distribution data. To ameliorate this…

A potent class of generative models known as Diffusion Probabilistic Models (DPMs) has become prominent. A forward diffusion process adds gradually noise to data, while a model learns to gradually denoise. Sampling from pre-trained DPMs is…

Machine Learning · Computer Science 2023-10-27 Martin Gonzalez , Nelson Fernandez , Thuy Tran , Elies Gherbi , Hatem Hajri , Nader Masmoudi

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…

Machine Learning · Computer Science 2024-07-22 Jonas Beck , Nathanael Bosch , Michael Deistler , Kyra L. Kadhim , Jakob H. Macke , Philipp Hennig , Philipp Berens

Recently, diffusion models have achieved great success in generative tasks. Sampling from diffusion models is equivalent to solving the reverse diffusion stochastic differential equations (SDEs) or the corresponding probability flow…

Machine Learning · Computer Science 2023-11-03 Hanzhong Guo , Cheng Lu , Fan Bao , Tianyu Pang , Shuicheng Yan , Chao Du , Chongxuan Li

We develop an analytical framework for understanding how the generated distribution evolves during diffusion model training. Leveraging a Gaussian-equivalence principle, we solve the full-batch gradient-flow dynamics of linear and…

Machine Learning · Computer Science 2026-04-07 Binxu Wang , Cengiz Pehlevan

We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…

Machine Learning · Computer Science 2026-03-02 Karthik Elamvazhuthi , Abhijith Jayakumar , Andrey Y. Lokhov

Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…

Computation · Statistics 2021-05-03 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

Diffusion bridge models have demonstrated promising performance in conditional image generation tasks, such as image restoration and translation, by initializing the generative process from corrupted images instead of pure Gaussian noise.…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Yuang Wang , Pengfei Jin , Li Zhang , Quanzheng Li , Zhiqiang Chen , Dufan Wu

Score-based generative models, which transform noise into data by learning to reverse a diffusion process, have become a cornerstone of modern generative AI. This paper contributes to establishing theoretical guarantees for the probability…

Machine Learning · Statistics 2025-02-03 Jiaqi Tang , Yuling Yan

The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…

Probability · Mathematics 2017-04-18 Feng-Yu Wang

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic…

Machine Learning · Computer Science 2023-11-28 Teo Deveney , Jan Stanczuk , Lisa Maria Kreusser , Chris Budd , Carola-Bibiane Schönlieb

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

Machine Learning · Computer Science 2022-06-16 Jaehyeong Jo , Seul Lee , Sung Ju Hwang

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…

Mathematical Software · Computer Science 2017-07-17 Andrea Vandin

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

Using the generalized variational framework, the strong/weak existence and uniqueness of solutions are derived for a class of distribution dependent stochastic porous media equations on general measure spaces, which also extends the…

Probability · Mathematics 2023-03-16 Jingyue Gao , Wei Hong , Wei Liu

This paper provides a systematic method to build wind speed models based on stochastic differential equations (SDEs). The resulting models produce stochastic processes with a given probability distribution and exponential decaying…

Applications · Statistics 2015-11-10 Rafael Zárate Miñano , Federico Milano

The choice of prior is central to solving ill-posed imaging inverse problems, making it essential to select one consistent with the measurements $y$ to avoid severe bias. In Bayesian inverse problems, this could be achieved by evaluating…

Machine Learning · Computer Science 2026-05-01 Frederic Wang , Katherine L. Bouman

THis work is a survey of a few nonlinear PDE based models in image restoring.

Analysis of PDEs · Mathematics 2014-10-15 Viorel Barbu