Related papers: Deep Generative Modeling with Backward Stochastic …
Deep generative models are tremendously successful in learning low-dimensional latent representations that well-describe the data. These representations, however, tend to much distort relationships between points, i.e. pairwise distances…
We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…
Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…
Machine learning models are commonly trained end-to-end and in a supervised setting, using paired (input, output) data. Examples include recent super-resolution methods that train on pairs of (low-resolution, high-resolution) images.…
In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…
Stochastic differential equations (SDEs) have been widely used to model real world random phenomena. Existing works mainly focus on the case where the time series is modeled by a single SDE, which might be restrictive for modeling time…
High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…
We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…
A dynamic mixed super-resolution model (DMSRM) for large-eddy simulations (LESs) is proposed, which combines the traditional dynamic mixed model (DMM) formulation with the generation of super-resolved velocity fields from which the…
We propose a novel two-stage framework of generative models named Debiasing Kernel-Based Generative Models (DKGM) with the insights from kernel density estimation (KDE) and stochastic approximation. In the first stage of DKGM, we employ KDE…
Deep generative models (DGMs) are data-eager because learning a complex model on limited data suffers from a large variance and easily overfits. Inspired by the classical perspective of the bias-variance tradeoff, we propose regularized…
3D generative modeling is accelerating as the technology allowing the capture of geometric data is developing. However, the acquired data is often inconsistent, resulting in unregistered meshes or point clouds. Many generative learning…
We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space. At each MCMC sampling step, the algorithm randomly…
Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…
When solving inverse problems in geophysical imaging, deep generative models (DGMs) may be used to enforce the solution to display highly structured spatial patterns which are supported by independent information (e.g. the geological…
Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…
Deep generative models are proven to be a useful tool for automatic design synthesis and design space exploration. When applied in engineering design, existing generative models face three challenges: 1) generated designs lack diversity and…
We introduce Kernel Density Discrimination GAN (KDD GAN), a novel method for generative adversarial learning. KDD GAN formulates the training as a likelihood ratio optimization problem where the data distributions are written explicitly via…
We study how stochastic differential equation (SDE) based ideas can inspire new modifications to existing algorithms for a set of problems in computer vision. Loosely speaking, our formulation is related to both explicit and implicit…
Deep generative models (DGMs) have the potential to revolutionize diagnostic imaging. Generative adversarial networks (GANs) are one kind of DGM which are widely employed. The overarching problem with deploying GANs, and other DGMs, in any…