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We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Machine Learning · Statistics 2026-02-17 Francisco Caldas , Sahil Kumar , Cláudia Soares

Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability…

Machine Learning · Computer Science 2024-11-08 Hao Yang , Zhanbo Feng , Feng Zhou , Robert C Qiu , Zenan Ling

In many real-world settings, agents must learn from an offline dataset gathered by some prior behavior policy. Such a setting naturally leads to distribution shift between the behavior policy and the target policy being trained - requiring…

Machine Learning · Computer Science 2024-04-10 Matthew Thomas Jackson , Michael Tryfan Matthews , Cong Lu , Benjamin Ellis , Shimon Whiteson , Jakob Foerster

Generating temporally coherent high fidelity video is an important milestone in generative modeling research. We make progress towards this milestone by proposing a diffusion model for video generation that shows very promising initial…

Computer Vision and Pattern Recognition · Computer Science 2022-06-24 Jonathan Ho , Tim Salimans , Alexey Gritsenko , William Chan , Mohammad Norouzi , David J. Fleet

We introduce a new methodology for forecasting which we call Signal Diffusion Mapping. Our approach accommodates features of real world financial data which have been ignored historically in existing forecasting methodologies. Our method…

Statistical Finance · Quantitative Finance 2014-09-24 Paul Gaskell , Frank McGroarty , Thanassis Tiropanis

As one of the most popular and sought-after generative models in the recent years, diffusion models have sparked the interests of many researchers and steadily shown excellent advantage in various generative tasks such as image synthesis,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-17 Zhiyuan Ma , Yuzhu Zhang , Guoli Jia , Liangliang Zhao , Yichao Ma , Mingjie Ma , Gaofeng Liu , Kaiyan Zhang , Jianjun Li , Bowen Zhou

With the development of Artificial Intelligence, numerous real-world tasks have been accomplished using technology integrated with deep learning. To achieve optimal performance, deep neural networks typically require large volumes of data…

Machine Learning · Computer Science 2025-05-09 Yuren Zhang , Zhongnan Pu , Lei Jing

Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…

Machine Learning · Computer Science 2025-04-15 Martin Andrae , Tomas Landelius , Joel Oskarsson , Fredrik Lindsten

Deep generative models have made rapid progress in image, text, audio, and video generation, and are increasingly being applied to structured records. For tabular data, however, generative modeling remains difficult: a dataset may contain…

Machine Learning · Computer Science 2026-05-25 Zhong Li , Qi Huang , Lincen Yang , Jiayang Shi , Zhao Yang , Niki van Stein , Thomas Bäck , Matthijs van Leeuwen

Learning priors on trajectory distributions can help accelerate robot motion planning optimization. Given previously successful plans, learning trajectory generative models as priors for a new planning problem is highly desirable. Prior…

Robotics · Computer Science 2024-03-27 Joao Carvalho , An T. Le , Mark Baierl , Dorothea Koert , Jan Peters

Diffusion models are generative models that have shown significant advantages compared to other generative models in terms of higher generation quality and more stable training. However, the computational need for training diffusion models…

Computer Vision and Pattern Recognition · Computer Science 2023-07-06 Gulcin Baykal , Halil Faruk Karagoz , Taha Binhuraib , Gozde Unal

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Machine Learning · Computer Science 2024-02-27 Siqi Liu , Andreas Lehrmann

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

Accurate prediction of human or vehicle trajectories with good diversity that captures their stochastic nature is an essential task for many applications. However, many trajectory prediction models produce unreasonable trajectory samples…

Computer Vision and Pattern Recognition · Computer Science 2025-02-10 Qingze , Liu , Danrui Li , Samuel S. Sohn , Sejong Yoon , Mubbasir Kapadia , Vladimir Pavlovic

World models have recently gained prominence for action-conditioned visual prediction in complex environments. However, relying on only a few recent observations causes them to lose long-term context. Consequently, within a few steps, the…

Computer Vision and Pattern Recognition · Computer Science 2025-11-03 Nedko Savov , Naser Kazemi , Deheng Zhang , Danda Pani Paudel , Xi Wang , Luc Van Gool

Diffusion Probabilistic Models (DPMs) are powerful generative models that have achieved unparalleled success in a number of generative tasks. In this work, we aim to build inductive biases into the training and sampling of diffusion models…

Machine Learning · Computer Science 2025-03-14 Thomas Jiralerspong , Berton Earnshaw , Jason Hartford , Yoshua Bengio , Luca Scimeca

Denoising diffusion models, a class of generative models, have garnered immense interest lately in various deep-learning problems. A diffusion probabilistic model defines a forward diffusion stage where the input data is gradually perturbed…

Image and Video Processing · Electrical Eng. & Systems 2023-06-06 Amirhossein Kazerouni , Ehsan Khodapanah Aghdam , Moein Heidari , Reza Azad , Mohsen Fayyaz , Ilker Hacihaliloglu , Dorit Merhof

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.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

Motion prediction is a challenging problem in autonomous driving as it demands the system to comprehend stochastic dynamics and the multi-modal nature of real-world agent interactions. Diffusion models have recently risen to prominence, and…

Robotics · Computer Science 2024-05-03 Jiahui Li , Tianle Shen , Zekai Gu , Jiawei Sun , Chengran Yuan , Yuhang Han , Shuo Sun , Marcelo H. Ang

Road user trajectory prediction in dynamic environments is a challenging but crucial task for various applications, such as autonomous driving. One of the main challenges in this domain is the multimodal nature of future trajectories…

Computer Vision and Pattern Recognition · Computer Science 2023-10-24 Younwoo Choi , Ray Coden Mercurius , Soheil Mohamad Alizadeh Shabestary , Amir Rasouli
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