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We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Computational Finance · Quantitative Finance 2015-08-20 Jordan Mann , J. Nathan Kutz

Accurate prediction of physical fields is critical in various engineering applications, including thermal management in electronic systems, airfoil shape optimization in aerospace, and flow field control in hypersonic vehicles. This study…

Fluid Dynamics · Physics 2026-03-12 Yuan Jia , Chi Zhang , Hao Ma , Qiao Zhang , Kai Liu , Chih-Yung Wen

Diffusion Probabilistic Models (DPMs) have achieved great success in image generation but suffer from high inference latency due to their iterative denoising nature. Motivated by the evolving feature dynamics across the denoising…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Haodong He , Yuan Gao , Weizhong Zhang , Gui-Song Xia

We present a masked-guided approach for a denoising diffusion probabilistic model (DDPM) trained to generate and inpaint realistic radio galaxy images. The inpainting capability is particularly relevant for reconstructing incomplete…

Astrophysics of Galaxies · Physics 2026-05-26 Rémi Poitevineau , Emma Tolley , Verlon Etsebeth

Medical image segmentation is a challenging task, made more difficult by many datasets' limited size and annotations. Denoising diffusion probabilistic models (DDPM) have recently shown promise in modelling the distribution of natural…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Margherita Rosnati , Melanie Roschewitz , Ben Glocker

Accurately predicting stock returns is crucial for effective portfolio management. However, existing methods often overlook a fundamental issue in the market, namely, distribution shifts, making them less practical for predicting future…

Computational Engineering, Finance, and Science · Computer Science 2024-09-04 Haiyao Cao , Jinan Zou , Yuhang Liu , Zhen Zhang , Ehsan Abbasnejad , Anton van den Hengel , Javen Qinfeng Shi

Denoising Diffusion Probabilistic Models (DDPMs) have recently achieved remarkable results in conditional and unconditional image generation. The pre-trained models can be adapted without further training to different downstream tasks, by…

Computer Vision and Pattern Recognition · Computer Science 2023-09-19 Asya Grechka , Guillaume Couairon , Matthieu Cord

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

Machine Learning · Statistics 2024-02-20 Joe Benton , Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Efficiently identifying accurate correspondences between point clouds is crucial for both rigid and non-rigid point cloud registration. Existing methods usually rely on geometric or semantic feature embeddings to establish correspondences…

Computer Vision and Pattern Recognition · Computer Science 2026-04-10 Haihua Shi , Qianliang Wu

In this paper, conditional denoising diffusion probabilistic models (DDPMs) are proposed to enhance the data transmission and reconstruction over wireless channels. The underlying mechanism of DDPM is to decompose the data generation…

Information Theory · Computer Science 2024-11-21 Mehdi Letafati , Samad Ali , Matti Latva-aho

We propose a novel approach based on Denoising Diffusion Probabilistic Models (DDPMs) to control nonlinear dynamical systems. DDPMs are the state-of-art of generative models that have achieved success in a wide variety of sampling tasks. In…

Optimization and Control · Mathematics 2024-02-06 Karthik Elamvazhuthi , Darshan Gadginmath , Fabio Pasqualetti

In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion…

Machine Learning · Computer Science 2021-07-09 Kashif Rasul , Calvin Seward , Ingmar Schuster , Roland Vollgraf

Diffusion models are increasingly being utilised to create synthetic tabular and time series data for privacy-preserving augmentation. Tabular Denoising Diffusion Probabilistic Models (TabDDPM) generate high-quality synthetic data from…

Machine Learning · Computer Science 2026-04-08 Umang Dobhal , Christina Garcia , Sozo Inoue

Diffusion models have emerged as a prominent technique in generative modeling with neural networks, making their mark in tasks like text-to-image translation and super-resolution. In this tutorial, we provide a comprehensive guide to build…

Image and Video Processing · Electrical Eng. & Systems 2025-01-24 Harshith Bachimanchi , Giovanni Volpe

In this paper, we introduce a denoising diffusion algorithm to discover microstructures with nonlinear fine-tuned properties. Denoising diffusion probabilistic models are generative models that use diffusion-based dynamics to gradually…

Machine Learning · Computer Science 2023-06-14 Nikolaos N. Vlassis , WaiChing Sun

In this paper, we propose a novel conditional diffusion-based framework for multivariable time-series solar power forecasting. The proposed method reformulates temporal PV data as structured two-dimensional representations (images) using a…

Computer Vision and Pattern Recognition · Computer Science 2026-05-28 Kourosh Kiani , S. M. Muyeen

Anticipating and recognizing surgical workflows are critical for intelligent surgical assistance systems. However, existing methods rely on deterministic decision-making, struggling to generalize across the large anatomical and procedural…

Computer Vision and Pattern Recognition · Computer Science 2025-03-14 Kaixiang Yang , Xin Li , Qiang Li , Zhiwei Wang

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…

Denoising Diffusion Probabilistic Models (DDPMs) provide the foundation for the recent breakthroughs in generative modeling. Their Markovian structure makes it difficult to define DDPMs with distributions other than Gaussian or discrete. In…

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde