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Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We…

Machine Learning · Statistics 2024-04-23 Jhanvi Garg , Xianyang Zhang , Quan Zhou

The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…

Fluid Dynamics · Physics 2020-05-01 Alessio Innocenti , Nicolas Mordant , Nick Stelzenmuller , Sergio Chibbaro

Flow-based generative models are composed of invertible transformations between two random variables of the same dimension. Therefore, flow-based models cannot be adequately trained if the dimension of the data distribution does not match…

Computer Vision and Pattern Recognition · Computer Science 2020-11-17 Hyeongju Kim , Hyeonseung Lee , Woo Hyun Kang , Joun Yeop Lee , Nam Soo Kim

The scope of this paper is generative modeling through diffusion processes. An approach falling within this paradigm is the work of Song et al. (2021), which relies on a time-reversal argument to construct a diffusion process targeting the…

Machine Learning · Computer Science 2023-12-25 Stefano Peluchetti

This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…

Probability · Mathematics 2025-11-04 Swagatam Das

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

In this manuscript, we consider the problem of learning a flow or diffusion-based generative model parametrized by a two-layer auto-encoder, trained with online stochastic gradient descent, on a high-dimensional target density with an…

Machine Learning · Computer Science 2025-11-11 Hugo Cui , Cengiz Pehlevan , Yue M. Lu

Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…

Machine Learning · Computer Science 2025-10-09 Shiye Su , Yuhui Zhang , Linqi Zhou , Rajesh Ranganath , Serena Yeung-Levy

Normalizing flows and variational autoencoders are powerful generative models that can represent complicated density functions. However, they both impose constraints on the models: Normalizing flows use bijective transformations to model…

Machine Learning · Computer Science 2020-11-02 Didrik Nielsen , Priyank Jaini , Emiel Hoogeboom , Ole Winther , Max Welling

Flow based generative models have charted an impressive path across multiple visual generation tasks by adhering to a simple principle: learning velocity representations of a linear interpolant. However, we observe that training velocity…

Computer Vision and Pattern Recognition · Computer Science 2025-09-04 Inkyu Shin , Chenglin Yang , Liang-Chieh Chen

Generative diffusion models are extensively used in unsupervised and self-supervised machine learning with the aim to generate new samples from a probability distribution estimated with a set of known samples. They have demonstrated…

Fluid Dynamics · Physics 2026-01-28 Wilfried Genuist , Éric Savin , Filippo Gatti , Didier Clouteau

This work presents a unified viscoelastic-viscoplastic continuum framework for modeling rate-dependent granular flows across regimes. The formulation incorporates two distinct rate-dependent mechanisms, namely micro-inertia and viscoelastic…

Soft Condensed Matter · Physics 2026-04-28 Bodhinanda Chandra , Sachith Dunatunga , Ken Kamrin

We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…

Statistical Mechanics · Physics 2015-05-27 Henri Orland

Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

Recently, score-based generative models have been successfully employed for the task of speech enhancement. A stochastic differential equation is used to model the iterative forward process, where at each step environmental noise and white…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-31 Bunlong Lay , Simon Welker , Julius Richter , Timo Gerkmann

Computational fluid dynamics (CFD) provides high-fidelity simulations of fluid flows but remains computationally expensive for many-query applications. In recent years deep learning (DL) has been used to construct data-driven fluid-dynamic…

Machine Learning · Computer Science 2026-04-13 David Ramos , Lucas Lacasa , Fermín Gutiérrez , Eusebio Valero , Gonzalo Rubio

The rapid advancement of generative models, such as Stable Diffusion, raises a key question: how can synthetic data from these models enhance predictive modeling? While they can generate vast amounts of datasets, only a subset meaningfully…

Machine Learning · Statistics 2025-05-09 Jialong Jiang , Wenkang Hu , Jian Huang , Yuling Jiao , Xu Liu

Graphical flows add further structure to normalizing flows by encoding non-trivial variable dependencies. Previous graphical flow models have focused primarily on a single flow direction: the normalizing direction for density estimation, or…

Machine Learning · Computer Science 2022-04-27 Jacobie Mouton , Steve Kroon

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice