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This paper proposes a novel deep generative model, called BSDE-Gen, which combines the flexibility of backward stochastic differential equations (BSDEs) with the power of deep neural networks for generating high-dimensional complex target…

Machine Learning · Computer Science 2023-04-11 Xingcheng Xu

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Machine Learning · Statistics 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, known as iterative diffusion optimization, solves the SOC…

Optimization and Control · Mathematics 2026-03-24 Yuhang Mei , Amirhossein Taghvaei

This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…

Machine Learning · Computer Science 2026-03-17 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling. In this work we conduct a systematic comparison and theoretical analysis of different approaches to learning conditional…

Machine Learning · Computer Science 2021-11-29 Georgios Batzolis , Jan Stanczuk , Carola-Bibiane Schönlieb , Christian Etmann

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Score-based diffusion models have emerged as a powerful class of generative methods, achieving state-of-the-art performance across diverse domains. Despite their empirical success, the mathematical foundations of those models remain only…

Optimization and Control · Mathematics 2026-05-13 Kang Liu , Enrique Zuazua

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

Machine Learning · Computer Science 2026-02-10 Junsu Seo

Score-based generative modeling (SGM) has grown to be a hugely successful method for learning to generate samples from complex data distributions such as that of images and audio. It is based on evolving an SDE that transforms white noise…

Machine Learning · Computer Science 2022-10-04 Holden Lee , Jianfeng Lu , Yixin Tan

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

Machine Learning · Statistics 2023-10-31 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Solving inverse problems -- recovering signals from incomplete or noisy measurements -- is fundamental in science and engineering. Score-based generative models (SGMs) have recently emerged as a powerful framework for this task. Two main…

Machine Learning · Computer Science 2025-10-27 Bartlomiej Sobieski , Matthew Tivnan , Yuang Wang , Siyeop Yoon , Pengfei Jin , Dufan Wu , Quanzheng Li , Przemyslaw Biecek

Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…

Machine Learning · Statistics 2025-10-29 Adam Nordenhög , Akash Sharma

With the prevalence of social networks on online platforms, social recommendation has become a vital technique for enhancing personalized recommendations. The effectiveness of social recommendations largely relies on the social homophily…

Social and Information Networks · Computer Science 2025-08-28 Chengyi Liu , Jiahao Zhang , Shijie Wang , Wenqi Fan , Qing Li

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

Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…

Machine Learning · Computer Science 2024-12-17 Changyuan Zhao , Hongyang Du , Guangyuan Liu , Dusit Niyato

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

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…

Probability · Mathematics 2025-01-29 Fei Cao , Kimball Johnston , Thomas Laurent , Justin Le , Sébastien Motsch