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We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…

Statistics Theory · Mathematics 2014-03-10 Mogens Bladt , Michael Sørensen

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…

Machine Learning · Computer Science 2025-05-02 Gefan Yang , Elizabeth Louise Baker , Michael L. Severinsen , Christy Anna Hipsley , Stefan Sommer

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…

Computational Physics · Physics 2025-04-07 Mario Lino , Tobias Pfaff , Nils Thuerey

We explain how to use diffusion models to learn inverse renormalization group flows of statistical and quantum field theories. Diffusion models are a class of machine learning models which have been used to generate samples from complex…

High Energy Physics - Theory · Physics 2023-09-07 Jordan Cotler , Semon Rezchikov

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

Probability · Mathematics 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

Bridge models in image restoration construct a diffusion process from degraded to clear images. However, existing methods typically require training a bridge model from scratch for each specific type of degradation, resulting in high…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Hanting Wang , Tao Jin , Wang Lin , Shulei Wang , Hai Huang , Shengpeng Ji , Zhou Zhao

Building on recent advances in scientific machine learning and generative modeling for computational fluid dynamics, we propose a conditional score-based diffusion model designed for multi-scenarios fluid flow prediction. Our model…

Machine Learning · Computer Science 2025-06-02 Wilfried Genuist , Éric Savin , Filippo Gatti , Didier Clouteau

Climate downscaling is a crucial technique within climate research, serving to project low-resolution (LR) climate data to higher resolutions (HR). Previous research has demonstrated the effectiveness of deep learning for downscaling tasks.…

Machine Learning · Computer Science 2023-12-13 Naufal Shidqi , Chaeyoon Jeong , Sungwon Park , Elke Zeller , Arjun Babu Nellikkattil , Karandeep Singh

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…

Machine Learning · Statistics 2024-01-09 Wei Deng , Yu Chen , Nicole Tianjiao Yang , Hengrong Du , Qi Feng , Ricky T. Q. Chen

Recent progress in image generation has sparked research into controlling these models through condition signals, with various methods addressing specific challenges in conditional generation. Instead of proposing another specialized…

Computer Vision and Pattern Recognition · Computer Science 2025-04-08 Xirui Li , Charles Herrmann , Kelvin C. K. Chan , Yinxiao Li , Deqing Sun , Chao Ma , Ming-Hsuan Yang

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…

Methodology · Statistics 2015-05-13 Murray Pollock

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…

Machine Learning · Statistics 2026-04-23 Samuel Howard , Nikolas Nüsken , Jakiw Pidstrigach

In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…

Fluid Dynamics · Physics 2025-07-14 Yannick Gachnang , Vismay Churiwala

Predictions of global climate models typically operate on coarse spatial scales due to the large computational costs of climate simulations. This has led to a considerable interest in methods for statistical downscaling, a similar process…

Artificial Intelligence · Computer Science 2024-06-03 Christina Winkler , Paula Harder , David Rolnick

Learning diffusion bridge models is easy; making them fast and practical is an art. Diffusion bridge models (DBMs) are a promising extension of diffusion models for applications in image-to-image translation. However, like many modern…

Machine Learning · Computer Science 2025-08-19 Nikita Gushchin , David Li , Daniil Selikhanovych , Evgeny Burnaev , Dmitry Baranchuk , Alexander Korotin