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We present a novel probabilistic deep learning approach, the 'Stochastic Latent Transformer' (SLT), designed for the efficient reduced-order modelling of stochastic partial differential equations. Stochastically driven flow models are…

Machine Learning · Computer Science 2024-06-21 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…

Machine Learning · Statistics 2025-08-19 Soon Hoe Lim , Yijin Wang , Annan Yu , Emma Hart , Michael W. Mahoney , Xiaoye S. Li , N. Benjamin Erichson

We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

Optimization and Control · Mathematics 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

Generative Flow Networks (or GFlowNets for short) are a family of probabilistic agents that learn to sample complex combinatorial structures through the lens of "inference as control". They have shown great potential in generating…

Machine Learning · Computer Science 2023-06-27 Ling Pan , Dinghuai Zhang , Moksh Jain , Longbo Huang , Yoshua Bengio

We propose an inference-time scaling approach for pretrained flow models. Recently, inference-time scaling has gained significant attention in LLMs and diffusion models, improving sample quality or better aligning outputs with user…

Computer Vision and Pattern Recognition · Computer Science 2025-10-27 Jaihoon Kim , Taehoon Yoon , Jisung Hwang , Minhyuk Sung

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only…

Machine Learning · Computer Science 2025-01-14 Vijaya Krishna Yalavarthi , Randolf Scholz , Stefan Born , Lars Schmidt-Thieme

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

The stochastic differential equation (SDE)-based random process models of volatile renewable energy sources (RESs) jointly capture the evolving probability distribution and temporal correlation in continuous time. It has enabled recent…

Machine Learning · Computer Science 2023-12-12 Yiwei Qiu , Jin Lin , Zhipeng Zhou , Ningyi Dai , Feng Liu , Yonghua Song

Neural processes (NPs) are a class of models that learn stochastic processes directly from data and can be used for inference, sampling and conditional sampling. We introduce a new NP model based on flow matching, a generative modeling…

Machine Learning · Computer Science 2026-01-01 Hussen Abu Hamad , Dan Rosenbaum

Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $\nu^\star$ with an auxiliary distribution $\mu$,…

Machine Learning · Statistics 2024-09-16 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus

This paper considers semantic forecasting in road-driving scenes. Most existing approaches address this problem as deterministic regression of future features or future predictions given observed frames. However, such approaches ignore the…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Kristijan Fugošić , Josip Šarić , Siniša Šegvić

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Machine Learning · Computer Science 2015-03-29 Guillaume Alain , Yoshua Bengio , Li Yao , Jason Yosinski , Eric Thibodeau-Laufer , Saizheng Zhang , Pascal Vincent

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

Cloth manipulation is challenging due to its highly complex dynamics, near-infinite degrees of freedom, and frequent self-occlusions, which complicate both state estimation and dynamics modeling. Inspired by recent advances in generative…

Robotics · Computer Science 2025-09-03 Tongxuan Tian , Haoyang Li , Bo Ai , Xiaodi Yuan , Zhiao Huang , Hao Su

The F\"ollmer process is a Brownian motion conditioned to have a pre-specified distribution at time 1. This process can be interpreted as an "augmented" time-compressed version of the reverse stochastic differential equation (SDE) for the…

Machine Learning · Statistics 2026-05-19 Yuta Koike

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

Earth system forecasting has traditionally relied on complex physical models that are computationally expensive and require significant domain expertise. In the past decade, the unprecedented increase in spatiotemporal Earth observation…

Machine Learning · Computer Science 2023-12-29 Zhihan Gao , Xingjian Shi , Boran Han , Hao Wang , Xiaoyong Jin , Danielle Maddix , Yi Zhu , Mu Li , Yuyang Wang

Stochastic interpolants offer a robust framework for continuously transforming samples between arbitrary data distributions, holding significant promise for generative modeling. Despite their potential, rigorous finite-time convergence…

Machine Learning · Computer Science 2025-08-12 Yuhao Liu , Rui Hu , Yu Chen , Longbo Huang