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Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Machine Learning · Statistics 2022-06-28 Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…

Methodology · Statistics 2026-02-17 Satyaki Mazumder , Sayantan Banerjee , Sourabh Bhattacharya

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…

Probability · Mathematics 2011-04-08 Martin Hairer , Andrew M. Stuart , Jochen Voss

Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…

Machine Learning · Statistics 2026-04-23 Samuel Howard , Nikolas Nüsken , Jakiw Pidstrigach

In this study, we introduce a novel approach to synthesizing subsurface velocity models using diffusion generative models. Conventional methods rely on extensive, high-quality datasets, which are often inaccessible in subsurface…

Geophysics · Physics 2024-06-11 Huseyin Tuna Erdinc , Rafael Orozco , Felix J. Herrmann

At the core of modern generative modeling frameworks, including diffusion models, score-based models, and flow matching, is the task of transforming a simple prior distribution into a complex target distribution through stochastic paths in…

Machine Learning · Computer Science 2026-03-20 Sophia Tang

Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…

Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…

Machine Learning · Computer Science 2021-06-21 Will Tebbutt , Arno Solin , Richard E. Turner

Recently, score-based generative models have been successfully employed for the task of speech enhancement. A stochastic differential equation is used to model the iterative forward process, where at each step environmental noise and white…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-31 Bunlong Lay , Simon Welker , Julius Richter , Timo Gerkmann

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Test-time adaptation (TTA) aims to improve the performance of source-domain pre-trained models on previously unseen, shifted target domains. Traditional TTA methods primarily adapt model weights based on target data streams, making model…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Jiayi Guo , Junhao Zhao , Chaoqun Du , Yulin Wang , Chunjiang Ge , Zanlin Ni , Shiji Song , Humphrey Shi , Gao Huang

Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In…

Machine Learning · Computer Science 2024-12-09 Zixiang Chen , Huizhuo Yuan , Yongqian Li , Yiwen Kou , Junkai Zhang , Quanquan Gu

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

Machine Learning · Computer Science 2023-10-12 Salva Rühling Cachay , Bo Zhao , Hailey Joren , Rose Yu

Score-based generative models have recently attracted significant attention for their ability to generate high-fidelity data by learning maps from simple Gaussian priors to complex data distributions. A natural generalization of this idea…

Computation · Statistics 2025-11-19 Hanwen Huang

Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…

Chemical Physics · Physics 2020-06-12 Jayashrita Debnath , Michele Parrinello

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

We propose a methodology to sample from time-integrated stochastic bridges, namely random variables defined as $\int_{t_1}^{t_2} f(Y(t))dt$ conditioned on $Y(t_1)\!=\!a$ and $Y(t_2)\!=\!b$, with $a,b\in R$. The Stochastic Collocation Monte…

Computational Finance · Quantitative Finance 2021-11-30 Leonardo Perotti , Lech A. Grzelak

In this study, we present an efficient and effective approach for achieving temporally consistent synthetic-to-real video translation in videos of varying lengths. Our method leverages off-the-shelf conditional image diffusion models,…

Computer Vision and Pattern Recognition · Computer Science 2023-05-31 Ernie Chu , Shuo-Yen Lin , Jun-Cheng Chen
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