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Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

This is a pedagogical review of the possible connection between the stochastic quantization in physics and the diffusion models in machine learning. For machine-learning applications, the denoising diffusion model has been established as a…

High Energy Physics - Lattice · Physics 2025-01-13 Kenji Fukushima , Syo Kamata

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Starting from a classical-mechanics stochastic model encoded in a Langevin equation, we derive the natural diffusion equation associated with three classes of multiscale spacetimes (with weighted, ordinary, and "q-Poincar\'e" symmetries).…

Mathematical Physics · Physics 2013-12-11 Gianluca Calcagni , Giuseppe Nardelli

Machine-learned normalizing flows can be used in the context of lattice quantum field theory to generate statistically correlated ensembles of lattice gauge fields at different action parameters. This work demonstrates how these…

Diffusion Models (DMs) utilize an iterative denoising process to transform random noise into synthetic data. Initally proposed with a UNet structure, DMs excel at producing images that are virtually indistinguishable with or without…

Computer Vision and Pattern Recognition · Computer Science 2024-06-18 Yuewei Yang , Jialiang Wang , Xiaoliang Dai , Peizhao Zhang , Hongbo Zhang

Diffusion-based generative models are extremely effective in generating high-quality images, with generated samples often surpassing the quality of those produced by other models under several metrics. One distinguishing feature of these…

Machine Learning · Computer Science 2022-10-25 Ashwini Pokle , Zhengyang Geng , Zico Kolter

We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…

Probability · Mathematics 2021-11-08 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…

Machine Learning · Computer Science 2024-06-06 Francesco Pedrotti , Jan Maas , Marco Mondelli

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

We construct a generative network for Monte-Carlo sampling in lattice field theories and beyond, for which the learning of layerwise propagation is done and optimised independently on each layer. The architecture uses physics-informed…

High Energy Physics - Lattice · Physics 2025-10-31 Friederike Ihssen , Renzo Kapust , Jan M. Pawlowski

Discrete diffusion models have recently emerged as a powerful class of generative models for chemistry and biology data. In these fields, the goal is to generate various samples with high rewards (e.g., drug-likeness in molecules), making…

Machine Learning · Computer Science 2026-02-11 Prin Phunyaphibarn , Minhyuk Sung

We investigate the approximation efficiency of score functions by deep neural networks in diffusion-based generative modeling. While existing approximation theories utilize the smoothness of score functions, they suffer from the curse of…

Machine Learning · Computer Science 2023-09-21 Song Mei , Yuchen Wu

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

Recently proposed generative models for discrete data, such as Masked Diffusion Models (MDMs), exploit conditional independence approximations to reduce the computational cost of popular Auto-Regressive Models (ARMs), at the price of some…

Machine Learning · Statistics 2025-12-18 Hugo Lavenant , Giacomo Zanella

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

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…

Machine Learning · Statistics 2024-06-21 Omar Chehab , Anna Korba

We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on…

Machine Learning · Computer Science 2020-10-13 Yang Song , Stefano Ermon

Diffusion-based models have shown great promise in molecular generation but often require a large number of sampling steps to generate valid samples. In this paper, we introduce a novel Straight-Line Diffusion Model (SLDM) to tackle this…

Machine Learning · Computer Science 2025-06-10 Yuyan Ni , Shikun Feng , Haohan Chi , Bowen Zheng , Huan-ang Gao , Wei-Ying Ma , Zhi-Ming Ma , Yanyan Lan
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