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Related papers: Score matching for sub-Riemannian bridge sampling

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Score-based generative models exhibit state of the art performance on density estimation and generative modeling tasks. These models typically assume that the data geometry is flat, yet recent extensions have been developed to synthesize…

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Computation · Statistics 2025-06-19 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet , James Thornton

We propose a novel method for simulating conditioned diffusion processes (diffusion bridges) in Euclidean spaces. By training a neural network to approximate bridge dynamics, our approach eliminates the need for computationally intensive…

Machine Learning · Statistics 2025-06-23 Gefan Yang , Frank van der Meulen , Stefan Sommer

Estimating means on Riemannian manifolds is generally computationally expensive because the Riemannian distance function is not known in closed-form for most manifolds. To overcome this, we show that Riemannian diffusion means can be…

Other Statistics · Statistics 2025-02-19 Frederik Möbius Rygaard , Steen Markvorsen , Søren Hauberg , Stefan Sommer

We present a scheme for simulating conditioned semimartingales taking values in Riemannian manifolds. Extending the guided bridge proposal approach used for simulating Euclidean bridges, the scheme replaces the drift of the conditioned…

Numerical Analysis · Mathematics 2023-02-16 Mathias Højgaard Jensen , Stefan Sommer

Learning the distribution of data on Riemannian manifolds is crucial for modeling data from non-Euclidean space, which is required by many applications in diverse scientific fields. Yet, existing generative models on manifolds suffer from…

Machine Learning · Computer Science 2024-06-04 Jaehyeong Jo , Sung Ju Hwang

Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…

Machine Learning · Computer Science 2022-08-18 Chin-Wei Huang , Milad Aghajohari , Avishek Joey Bose , Prakash Panangaden , Aaron Courville

With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…

Statistics Theory · Mathematics 2014-03-10 Mogens Bladt , Michael Sørensen

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…

Machine Learning · Computer Science 2025-08-14 Denis Blessing , Julius Berner , Lorenz Richter , Gerhard Neumann

Riemannian diffusion models draw inspiration from standard Euclidean space diffusion models to learn distributions on general manifolds. Unfortunately, the additional geometric complexity renders the diffusion transition term inexpressible…

Machine Learning · Computer Science 2023-11-01 Aaron Lou , Minkai Xu , Stefano Ermon

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…

Machine Learning · Computer Science 2025-05-02 Gefan Yang , Elizabeth Louise Baker , Michael L. Severinsen , Christy Anna Hipsley , Stefan Sommer

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a…

Numerical Analysis · Mathematics 2022-12-01 Alexis Arnaudon , Frank van der Meulen , Moritz Schauer , Stefan Sommer

Recent advances in diffusion models have demonstrated their remarkable ability to capture complex image distributions, but the geometric properties of the learned data manifold remain poorly understood. We address this gap by introducing a…

Machine Learning · Computer Science 2025-10-13 Simone Azeglio , Arianna Di Bernardo

Denoising diffusion models are a novel class of generative algorithms that achieve state-of-the-art performance across a range of domains, including image generation and text-to-image tasks. Building on this success, diffusion models have…

Machine Learning · Computer Science 2024-03-08 Nic Fishman , Leo Klarner , Valentin De Bortoli , Emile Mathieu , Michael Hutchinson

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…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

Modality translation is inherently under-constrained, as multiple cross-modal mappings may yield the same marginals. Recent work has shown that diffusion bridges are effective for this task. However, most existing approaches rely on fully…

Machine Learning · Computer Science 2026-05-13 Eitan Kosman , Gabriele Serussi , Chaim Baskin

Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…

Machine Learning · Computer Science 2026-01-07 Xingyu Xu , Ziyi Zhang , Yorie Nakahira , Guannan Qu , Yuejie Chi

We present a method to downscale idealized geophysical fluid simulations using generative models based on diffusion maps. By analyzing the Fourier spectra of images drawn from different data distributions, we show how one can chain together…

Machine Learning · Computer Science 2023-05-04 Tobias Bischoff , Katherine Deck
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