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We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

Time-resolved single-cell omics data offers high-throughput, genome-wide measurements of cellular states, which are instrumental to reverse-engineer the processes underpinning cell fate. Such technologies are inherently destructive,…

Machine Learning · Computer Science 2026-02-04 Stephen Zhang , Suryanarayana Maddu , Xiaojie Qiu , Victor Chardès

Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…

Machine Learning · Computer Science 2025-08-14 Tristan S. W. Stevens , Hans van Gorp , Faik C. Meral , Junseob Shin , Jason Yu , Jean-Luc Robert , Ruud J. G. van Sloun

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Statistics Theory · Mathematics 2026-02-12 Hyeok Kyu Kwon , Dongha Kim , Ilsang Ohn , Minwoo Chae

Sampling from unnormalized densities is analogous to the generative modeling problem, but the target distribution is defined by a known energy function instead of data samples. Because evaluating the energy function is often costly, a…

Machine Learning · Computer Science 2026-05-06 Aaron Havens , Brian Karrer , Neta Shaul

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…

Machine Learning · Computer Science 2026-04-08 Matteo Bosso , Giovanni Franzese , Kushal Swamy , Maarten Theulings , Alejandro M. Aragón , Farbod Alijani

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…

Machine Learning · Statistics 2019-10-30 Robert S. MacKay

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

Sound is an information-rich medium that captures dynamic physical events. This work presents STReSSD, a framework that uses sound to bridge the simulation-to-reality gap for stochastic dynamics, demonstrated for the canonical case of a…

Robotics · Computer Science 2020-11-09 Carolyn Matl , Yashraj Narang , Dieter Fox , Ruzena Bajcsy , Fabio Ramos

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

Diffusion models have shown a great ability at bridging the performance gap between predictive and generative approaches for speech enhancement. We have shown that they may even outperform their predictive counterparts for non-additive…

Audio and Speech Processing · Electrical Eng. & Systems 2024-03-13 Jean-Marie Lemercier , Julius Richter , Simon Welker , Timo Gerkmann

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

Employing a forward diffusion chain to gradually map the data to a noise distribution, diffusion-based generative models learn how to generate the data by inferring a reverse diffusion chain. However, this approach is slow and costly…

Machine Learning · Statistics 2023-09-08 Huangjie Zheng , Pengcheng He , Weizhu Chen , Mingyuan Zhou

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean

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