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We study the performance of nonparametric Bayes procedures for one-dimensional diffusions with periodic drift. We improve existing convergence rate results for Gaussian process (GP) priors with fixed hyper parameters. Moreover, we exhibit…

Statistics Theory · Mathematics 2017-06-15 Jan van Waaij , Harry van Zanten

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Machine Learning · Computer Science 2021-02-26 Juan Maroñas , Oliver Hamelijnck , Jeremias Knoblauch , Theodoros Damoulas

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior…

Machine Learning · Computer Science 2024-08-25 Defang Chen , Zhenyu Zhou , Can Wang , Chunhua Shen , Siwei Lyu

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

Machine Learning · Computer Science 2022-06-16 Jaehyeong Jo , Seul Lee , Sung Ju Hwang

Neural network approaches for meta-learning distributions over functions have desirable properties such as increased flexibility and a reduced complexity of inference. Building on the successes of denoising diffusion models for generative…

Machine Learning · Statistics 2023-06-08 Vincent Dutordoir , Alan Saul , Zoubin Ghahramani , Fergus Simpson

We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…

Machine Learning · Statistics 2018-08-01 Cagatay Yildiz , Markus Heinonen , Jukka Intosalmi , Henrik Mannerström , Harri Lähdesmäki

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville

Sparse variational Gaussian process (SVGP) methods are a common choice for non-conjugate Gaussian process inference because of their computational benefits. In this paper, we improve their computational efficiency by using a dual…

Machine Learning · Computer Science 2022-01-20 Vincent Adam , Paul E. Chang , Mohammad Emtiyaz Khan , Arno Solin

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Diffusion Probabilistic Models (DPMs) are a well-established class of diffusion models for unconditional image generation, while SGMSE+ is a well-established conditional diffusion model for speech enhancement. One of the downsides of…

Audio and Speech Processing · Electrical Eng. & Systems 2026-03-11 Bunlong Lay , Timo Gerkmann

Recently, 3D Gaussian Splatting has emerged as a promising approach for modeling 3D scenes using mixtures of Gaussians. The predominant optimization method for these models relies on backpropagating gradients through a differentiable…

Computer Vision and Pattern Recognition · Computer Science 2025-09-24 Toon Van de Maele , Ozan Catal , Alexander Tschantz , Christopher L. Buckley , Tim Verbelen

In a convergence of machine learning and biology, we reveal that diffusion models are evolutionary algorithms. By considering evolution as a denoising process and reversed evolution as diffusion, we mathematically demonstrate that diffusion…

Neural and Evolutionary Computing · Computer Science 2026-05-12 Yanbo Zhang , Benedikt Hartl , Hananel Hazan , Michael Levin

We address the problem of learning of continuous exponential family distributions with unbounded support. While a lot of progress has been made on learning of Gaussian graphical models, we still lack scalable algorithms for reconstructing…

Machine Learning · Computer Science 2022-03-01 Christopher X. Ren , Sidhant Misra , Marc Vuffray , Andrey Y. Lokhov
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