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We consider statistical inference in factor analysis for ergodic and non-ergodic diffusion processes from discrete observations. Factor model based on high frequency time series data has been mainly discussed in the field of high…

Statistics Theory · Mathematics 2022-02-04 Shogo Kusano , Masayuki Uchida

Recent learning-based methods for event-based optical flow estimation utilize cost volumes for pixel matching but suffer from redundant computations and limited scalability to higher resolutions for flow refinement. In this work, we take…

Computer Vision and Pattern Recognition · Computer Science 2025-06-23 Daikun Liu , Lei Cheng , Teng Wang , changyin Sun

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

It has experimentally been found by Lampo et al. [Biophys. J. 112, 532 (2017)] that, for two different types of cell, the distribution of the diffusivities of RNA-protein particles over cytoplasm obeys an exponential law. Then, an…

Biological Physics · Physics 2019-08-02 Yuichi Itto

Diffusion models are increasingly being utilised to create synthetic tabular and time series data for privacy-preserving augmentation. Tabular Denoising Diffusion Probabilistic Models (TabDDPM) generate high-quality synthetic data from…

Machine Learning · Computer Science 2026-04-08 Umang Dobhal , Christina Garcia , Sozo Inoue

We propose Ambient Dataloops, an iterative framework for refining datasets that makes it easier for diffusion models to learn the underlying data distribution. Modern datasets contain samples of highly varying quality, and training directly…

The tendency of irreversible processes to generate entropy is the ultimate driving force for the evolution of nature. In engineering, entropy production is often used as a measure of usable energy losses. In this study we show that the…

Geophysics · Physics 2018-10-30 Yi Yang , Stefan Bruns , Susan Stipp , Henning Sørensen

The multiresolution diffusion entropy analysis is used to evaluate the stochastic information left in a time series after systematic removal of certain non-stationarities. This method allows us to establish whether the identified patterns…

Statistical Mechanics · Physics 2015-06-24 Nicola Scafetta , Bruce J. West

Known for their impressive performance in generative modeling, diffusion models are attractive candidates for density-based anomaly detection. This paper investigates different variations of diffusion modeling for unsupervised and…

Machine Learning · Computer Science 2026-05-11 Victor Livernoche , Vineet Jain , Yashar Hezaveh , Siamak Ravanbakhsh

We propose a new method to combine adaptive processes with a class of entropy estimators for the case of streams of data. Starting from a first estimation obtained from a batch of initial data, model parameters are estimated at each step by…

Signal Processing · Electrical Eng. & Systems 2020-01-15 Mario Angelelli , Enrico Ciavolino , Paola Pasca

The performance of text-to-image diffusion models may be improved at test-time by scaling computation to search for a generated image that maximizes a given reward function. While existing trajectory level exploration methods improve the…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Qingtao Yu , Changlin Song , Minghao Sun , Zhengyang Yu , Vinay Kumar Verma , Soumya Roy , Sumit Negi , Hongdong Li , Dylan Campbell

This study proposes an anomaly detection method based on the Transformer architecture with integrated multiscale feature perception, aiming to address the limitations of temporal modeling and scale-aware feature representation in cloud…

Machine Learning · Computer Science 2025-08-26 Lian Lian , Yilin Li , Song Han , Renzi Meng , Sibo Wang , Ming Wang

In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…

Methodology · Statistics 2026-01-06 Donggyu Kim , Minseog Oh , Minseok Shin

Temporal networks are commonly used to represent dynamical complex systems like social networks, simultaneous firing of neurons, human mobility or public transportation. Their dynamics may evolve on multiple time scales characterising for…

Physics and Society · Physics 2024-02-27 Elsa Andres , Alain Barrat , Márton Karsai

Test-time adaptation (TTA) addresses the unforeseen distribution shifts occurring during test time. In TTA, performance, memory consumption, and time consumption are crucial considerations. A recent diffusion-based TTA approach for…

Computer Vision and Pattern Recognition · Computer Science 2024-07-12 Yeongtak Oh , Jonghyun Lee , Jooyoung Choi , Dahuin Jung , Uiwon Hwang , Sungroh Yoon

The gap in statistics between multi-variate and time-series analysis can be bridged by using entropy statistics and recent developments in multi-dimensional scaling. For explaining the evolution of the sciences as non-linear dynamics, the…

Digital Libraries · Computer Science 2012-11-13 Loet Leydesdorff

Diffusion models have been widely used in time series and spatio-temporal data, enhancing generative, inferential, and downstream capabilities. These models are applied across diverse fields such as healthcare, recommendation, climate,…

Machine Learning · Computer Science 2025-12-09 Yiyuan Yang , Ming Jin , Haomin Wen , Chaoli Zhang , Yuxuan Liang , Lintao Ma , Yi Wang , Chenghao Liu , Bin Yang , Zenglin Xu , Shirui Pan , Qingsong Wen

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Chaotic Dynamics · Physics 2016-03-23 Tyrus Berry , John Harlim

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

Statistics Theory · Mathematics 2020-10-28 Shogo H Nakakita , Masayuki Uchida