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Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

Accurate forecasting of spatiotemporal data remains challenging due to complex spatial dependencies and temporal dynamics. The inherent uncertainty and variability in such data often render deterministic models insufficient, prompting a…

Machine Learning · Computer Science 2024-11-05 Mingze Gong , Lei Chen , Jia Li

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates…

Machine Learning · Computer Science 2024-11-06 Nikita Gushchin , Daniil Selikhanovych , Sergei Kholkin , Evgeny Burnaev , Alexander Korotin

Solving inverse problems -- recovering signals from incomplete or noisy measurements -- is fundamental in science and engineering. Score-based generative models (SGMs) have recently emerged as a powerful framework for this task. Two main…

Machine Learning · Computer Science 2025-10-27 Bartlomiej Sobieski , Matthew Tivnan , Yuang Wang , Siyeop Yoon , Pengfei Jin , Dufan Wu , Quanzheng Li , Przemyslaw Biecek

We propose DiffSep, a new single channel source separation method based on score-matching of a stochastic differential equation (SDE). We craft a tailored continuous time diffusion-mixing process starting from the separated sources and…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-03 Robin Scheibler , Youna Ji , Soo-Whan Chung , Jaeuk Byun , Soyeon Choe , Min-Seok Choi

We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…

Probability · Mathematics 2007-05-23 Alexandros Beskos , Gareth O. Roberts

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

The rapid development of spatial transcriptomics (ST) technologies is revolutionizing our understanding of the spatial organization of biological tissues. Current ST methods, categorized into next-generation sequencing-based (seq-based) and…

Machine Learning · Computer Science 2024-07-19 Xiaoyu Li , Fangfang Zhu , Wenwen Min

Schr\"odinger bridges (SBs) provide an elegant framework for modeling the temporal evolution of populations in physical, chemical, or biological systems. Such natural processes are commonly subject to changes in population size over time…

Machine Learning · Computer Science 2023-06-16 Matteo Pariset , Ya-Ping Hsieh , Charlotte Bunne , Andreas Krause , Valentin De Bortoli

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Machine Learning · Computer Science 2023-05-19 Javier E Santos , Zachary R. Fox , Nicholas Lubbers , Yen Ting Lin

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…

Probability · Mathematics 2017-05-22 Samuel Herrmann , Cristina Zucca

Imitation learning with diffusion models has advanced robotic control by capturing the multi-modal action distributions. However, existing methods typically treat observations only as high-level conditions to the denoising network, rather…

Artificial Intelligence · Computer Science 2026-02-05 Zhaoyang Liu , Mokai Pan , Zhongyi Wang , Kaizhen Zhu , Haotao Lu , Haipeng Zhang , Jingya Wang , Ye Shi

Time series imputation, i.e., filling the missing values of a time recording, finds various applications in electricity, finance, and weather modelling. Previous methods have introduced generative models such as diffusion probabilistic…

Machine Learning · Computer Science 2026-01-01 YuYang Miao , Chang Li , Zehua Chen

Score-based Generative Models (SGMs) have demonstrated exceptional synthesis outcomes across various tasks. However, the current design landscape of the forward diffusion process remains largely untapped and often relies on physical…

Machine Learning · Computer Science 2023-10-13 Kushagra Pandey , Stephan Mandt

In this work, we seek to simulate rare transitions between metastable states using score-based generative models. An efficient method for generating high-quality transition paths is valuable for the study of molecular systems since data is…

Computational Physics · Physics 2023-09-20 Luke Triplett , Jianfeng Lu

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

Generative diffusion models have recently emerged as a leading approach for generating high-dimensional data. In this paper, we show that the dynamics of these models exhibit a spontaneous symmetry breaking that divides the generative…

Machine Learning · Computer Science 2023-10-27 Gabriel Raya , Luca Ambrogioni

We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…

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