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Probabilistic forecasting is crucial in multivariate financial time-series for constructing efficient portfolios that account for complex cross-sectional dependencies. In this paper, we propose Diffolio, a diffusion model designed for…
In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…
Denoising Diffusion Probabilistic Models (DDPMs) are a very popular class of deep generative model that have been successfully applied to a diverse range of problems including image and video generation, protein and material synthesis,…
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…
Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…
With recent technological advances, process logs, which were traditionally deterministic in nature, are being captured from non-deterministic sources, such as uncertain sensors or machine learning models (that predict activities using…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
Denoising Diffusion Probabilistic Models (DDPMs) represent a contemporary class of generative models with exceptional qualities in both synthesis and maximizing the data likelihood. These models work by traversing a forward Markov Chain…
Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…
Denoising diffusion probabilistic models (DDPMs) (Ho et al. 2020) have shown impressive results on image and waveform generation in continuous state spaces. Here, we introduce Discrete Denoising Diffusion Probabilistic Models (D3PMs),…
We introduce the state-of-the-art deep learning Denoising Diffusion Probabilistic Model (DDPM) as a method to infer the volume or number density of giant molecular clouds (GMCs) from projected mass surface density maps. We adopt…
With the incredible results achieved from generative pre-trained transformers (GPT) and diffusion models, generative AI (GenAI) is envisioned to yield remarkable breakthroughs in various industrial and academic domains. In this paper, we…
Spatio-temporal graph neural networks (STGNN) have emerged as the dominant model for spatio-temporal graph (STG) forecasting. Despite their success, they fail to model intrinsic uncertainties within STG data, which cripples their…
Stochastic forecasting is critical for efficient decision-making in uncertain systems, such as energy markets and finance, where estimating the full distribution of future scenarios is essential. We propose Diffusion Scenario Tree (DST), a…
Denoising diffusion probabilistic models (DDPM) are a class of generative models which have recently been shown to produce excellent samples. We show that with a few simple modifications, DDPMs can also achieve competitive log-likelihoods…
Generative modelling over continuous-time geometric constructs, a.k.a such as handwriting, sketches, drawings etc., have been accomplished through autoregressive distributions. Such strictly-ordered discrete factorization however falls…
We propose Diffusion-Informed Model Predictive Control (D-I MPC), a generic framework for uncertainty-aware prediction and decision-making in partially observable stochastic systems by integrating diffusion-based time series forecasting…
Computational fluid dynamics (CFD) is a powerful tool for modeling turbulent flow and is commonly used for urban microclimate simulations. However, traditional CFD methods are computationally intensive, requiring substantial hardware…
Leveraging neural networks as surrogate models for turbulence simulation is a topic of growing interest. At the same time, embodying the inherent uncertainty of simulations in the predictions of surrogate models remains very challenging.…
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,…