Related papers: Deep Generative Modeling with Backward Stochastic …

Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches for solving high-dimensional PDEs through…

Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Received waveforms contain rich information for both range information and environment semantics. However, its full potential is hard to exploit under multipath and non-line-of-sight conditions. This paper proposes a deep generative model…

Estimation of spatially-varying parameters for computationally expensive forward models governed by partial differential equations is addressed. A novel multiscale Bayesian inference approach is introduced based on deep probabilistic…

In this paper, we study the multi-dimensional backward stochastic differential equations (BSDEs) whose generator depends also on the mean of both variables. When the generator is diagonally quadratic, we prove that the BSDE admits a unique…

Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting…

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

We propose a deep learning-based surrogate model for stochastic simulators. The basic idea is to use generative neural network to approximate the stochastic response. The challenge with such a framework resides in designing the network…

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…

In this work we propose a new algorithm for solving high-dimensional backward stochastic differential equations (BSDEs). Based on the general theta-discretization for the time-integrands, we show how to efficiently use eXtreme Gradient…

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

We introduce BSD-GAN, a novel multi-branch and scale-disentangled training method which enables unconditional Generative Adversarial Networks (GANs) to learn image representations at multiple scales, benefiting a wide range of generation…

We consider the problem of learning deep generative models from data. We formulate a method that generates an independent sample via a single feedforward pass through a multilayer perceptron, as in the recently proposed generative…

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…

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,…

Deep directed generative models have attracted much attention recently due to their generative modeling nature and powerful data representation ability. In this paper, we review different structures of deep directed generative models and…

Deep generative models have been studied and developed primarily in the context of natural images and computer vision. This has spurred the development of (Bayesian) methods that use these generative models for inverse problems in image…

Deep generative models offer powerful tools for multivariate data analysis, but their black-box architectures are often unidentified and difficult to interpret. We introduce the Deep Discrete Encoder (DDE) Copula, an identifiable and…