Related papers: Understanding Diffusion Models by Feynman's Path I…

I review the Feynman-Wiener path-integral formalism for diffusion with drift and jumps.

We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…

A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

In this work, we look at Score-based generative models (also called diffusion generative models) from a geometric perspective. From a new view point, we prove that both the forward and backward process of adding noise and generating from…

Diffusion Models (DMs), also referred to as score-based diffusion models, utilize neural networks to specify score functions. Unlike most other probabilistic models, DMs directly model the score functions, which makes them more flexible to…

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Inference-time steering enables pretrained diffusion/flow models to be adapted to new tasks without retraining. A widely used approach is the ratio-of-densities method, which defines a time-indexed target path by reweighting…

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

Diffusion models may be formulated as a time-indexed sequence of energy-based models, where the score corresponds to the negative gradient of an energy function. As opposed to learning the score directly, an energy parameterization is…

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

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…

Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…

Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac…

The proton momentum distribution, accessible by deep inelastic neutron scattering, is a very sensitive probe of the potential of mean force experienced by the protons in hydrogen-bonded systems. In this work we introduce a novel estimator…