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In this paper, we tackle the dynamic mean-variance portfolio selection problem in a {\it model-free} manner, based on (generative) diffusion models. We propose using data sampled from the real model $\mathbb P$ (which is unknown) with…

Portfolio Management · Quantitative Finance 2025-09-03 Ahmad Aghapour , Erhan Bayraktar , Fengyi Yuan

Diffusion models are powerful generative models that achieve state-of-the-art performance in image synthesis. However, training them demands substantial amounts of data and computational resources. Continual learning would allow for…

Machine Learning · Computer Science 2025-03-05 Sergi Masip , Pau Rodriguez , Tinne Tuytelaars , Gido M. van de Ven

In light of the recent advancements in machine learning, we propose a novel approach to neutron source distribution estimation through the utilisation of probabilistic generative models. The estimation is based on a Monte Carlo particle…

Instrumentation and Detectors · Physics 2026-05-13 Jose Ignacio Robledo , Norberto Schmidt , Klaus Lieutenant , Jingjing Li , Stefan Kesselheim , Paul Zakalek

Diffusion models have shown promising results for a wide range of generative tasks with continuous data, such as image and audio synthesis. However, little progress has been made on using diffusion models to generate discrete symbolic music…

Sound · Computer Science 2023-10-24 Jincheng Zhang , György Fazekas , Charalampos Saitis

Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…

Machine Learning · Statistics 2023-10-18 Benyamin Ghojogh , Milad Amir Toutounchian

We propose a class of structured diffusion models, in which the prior distribution is chosen as a mixture of Gaussians, rather than a standard Gaussian distribution. The specific mixed Gaussian distribution, as prior, can be chosen to…

Machine Learning · Computer Science 2024-10-28 Nanshan Jia , Tingyu Zhu , Haoyu Liu , Zeyu Zheng

Diffusion-based generative methods have proven effective in modeling trajectories with offline datasets. However, they often face computational challenges and can falter in generalization, especially in capturing temporal abstractions for…

Machine Learning · Computer Science 2024-01-08 Chang Chen , Fei Deng , Kenji Kawaguchi , Caglar Gulcehre , Sungjin Ahn

In this study, we introduce Generative Manufacturing Systems (GMS) as a novel approach to effectively manage and coordinate autonomous manufacturing assets, thereby enhancing their responsiveness and flexibility to address a wide array of…

Machine Learning · Computer Science 2025-01-10 Xingyu Li , Fei Tao , Wei Ye , Aydin Nassehi , John W. Sutherland

Diffusion-based generative modeling has been achieving state-of-the-art results on various generation tasks. Most diffusion models, however, are limited to a single-generation modeling. Can we generalize diffusion models with the ability of…

Computer Vision and Pattern Recognition · Computer Science 2024-09-26 Changyou Chen , Han Ding , Bunyamin Sisman , Yi Xu , Ouye Xie , Benjamin Z. Yao , Son Dinh Tran , Belinda Zeng

Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…

Signal Processing · Electrical Eng. & Systems 2023-04-25 Nir Shlezinger , Tirza Routtenberg

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Machine learning approaches to multi-label document classification have to date largely relied on discriminative modeling techniques such as support vector machines. A drawback of these approaches is that performance rapidly drops off as…

Machine Learning · Statistics 2011-11-11 Timothy N. Rubin , America Chambers , Padhraic Smyth , Mark Steyvers

Deep generative models such as diffusion and flow matching are powerful machine learning tools capable of learning and sampling from high-dimensional distributions. They are particularly useful when the training data appears to be…

High Energy Physics - Phenomenology · Physics 2026-04-30 Zachary Bogorad , Ibrahim Elsharkawy , Yonatan Kahn , Andrew J. Larkoski , Noam Levi

We propose a novel conditional diffusion model for contextual portfolio optimization that learns the cross-sectional distribution of next-day stock returns conditioned on high-dimensional asset-specific factors. Our model leverages a…

Portfolio Management · Quantitative Finance 2026-04-17 Xuefeng Gao , Mengying He , Xuedong He

Score-based Generative Models (SGMs) have demonstrated exceptional synthesis outcomes across various tasks. However, the current design landscape of the forward diffusion process remains largely untapped and often relies on physical…

Machine Learning · Computer Science 2023-10-13 Kushagra Pandey , Stephan Mandt

Augmentation by generative modelling yields a promising alternative to the accumulation of surgical data, where ethical, organisational and regulatory aspects must be considered. Yet, the joint synthesis of (image, mask) pairs for…

Computer Vision and Pattern Recognition · Computer Science 2025-07-02 Yannik Frisch , Christina Bornberg , Moritz Fuchs , Anirban Mukhopadhyay

Denoising diffusion models, a class of generative models, have garnered immense interest lately in various deep-learning problems. A diffusion probabilistic model defines a forward diffusion stage where the input data is gradually perturbed…

Image and Video Processing · Electrical Eng. & Systems 2023-06-06 Amirhossein Kazerouni , Ehsan Khodapanah Aghdam , Moein Heidari , Reza Azad , Mohsen Fayyaz , Ilker Hacihaliloglu , Dorit Merhof

Score-based Generative Models (SGMs) is one leading method in generative modeling, renowned for their ability to generate high-quality samples from complex, high-dimensional data distributions. The method enjoys empirical success and is…

Machine Learning · Computer Science 2024-01-30 Sixu Li , Shi Chen , Qin Li

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

Deep learning-based food image classification enables precise identification of food categories, further facilitating accurate nutritional analysis. However, real-world food images often show a skewed distribution, with some food types…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 GaYeon Koh , Hyun-Jic Oh , Jeonghyun Noh , Won-Ki Jeong
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