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The diffusion model has shown remarkable success in computer vision, but it remains unclear whether the ODE-based probability flow or the SDE-based diffusion model is more superior and under what circumstances. Comparing the two is…

Machine Learning · Computer Science 2023-11-08 Yu Cao , Jingrun Chen , Yixin Luo , Xiang Zhou

Diffusion modeling (DM) has high-quality generative performance, and the sampling problem is an important part of the DM performance. Thanks to efficient differential equation solvers, the sampling speed can be reduced while higher sampling…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Zitong Cheng

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

Statistical Mechanics · Physics 2024-08-15 Luke Causer , Grant M. Rotskoff , Juan P. Garrahan

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Diffusion bridge models have demonstrated promising performance in conditional image generation tasks, such as image restoration and translation, by initializing the generative process from corrupted images instead of pure Gaussian noise.…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Yuang Wang , Pengfei Jin , Li Zhang , Quanzheng Li , Zhiqiang Chen , Dufan Wu

We develop a novel approach towards causal inference. Rather than structural equations over a causal graph, we learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These…

Machine Learning · Computer Science 2024-03-19 Lars Lorch , Andreas Krause , Bernhard Schölkopf

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

Road user trajectory prediction in dynamic environments is a challenging but crucial task for various applications, such as autonomous driving. One of the main challenges in this domain is the multimodal nature of future trajectories…

Computer Vision and Pattern Recognition · Computer Science 2023-10-24 Younwoo Choi , Ray Coden Mercurius , Soheil Mohamad Alizadeh Shabestary , Amir Rasouli

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

This paper gives direct derivations of the differential equations and likelihood formulas of diffusion models assuming only knowledge of Gaussian distributions. A VAE analysis derives both forward and backward stochastic differential…

Machine Learning · Computer Science 2023-03-07 David McAllester

Diffusion Probabilistic Models (DPMs) have achieved considerable success in generation tasks. As sampling from DPMs is equivalent to solving diffusion SDE or ODE which is time-consuming, numerous fast sampling methods built upon improved…

Machine Learning · Computer Science 2025-06-26 Shuchen Xue , Mingyang Yi , Weijian Luo , Shifeng Zhang , Jiacheng Sun , Zhenguo Li , Zhi-Ming Ma

In diffusion models, deviations from a straight generative flow are a common issue, resulting in semantic inconsistencies and suboptimal generations. To address this challenge, we introduce `Non-Cross Diffusion', an innovative approach in…

Machine Learning · Computer Science 2024-11-05 Ziyang Zheng , Ruiyuan Gao , Qiang Xu

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

Machine Learning · Computer Science 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Diffusion Probabilistic Models (DPMs) are generative models showing competitive performance in various domains, including image synthesis and 3D point cloud generation. Sampling from pre-trained DPMs involves multiple neural function…

Machine Learning · Computer Science 2025-05-21 Vinh Tong , Hoang Trung-Dung , Anji Liu , Guy Van den Broeck , Mathias Niepert

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

This is an expository article on the score-based diffusion models, with a particular focus on the formulation via stochastic differential equations (SDE). After a gentle introduction, we discuss the two pillars in the diffusion modeling --…

Machine Learning · Computer Science 2025-07-08 Wenpin Tang , Hanyang Zhao

We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…

Machine Learning · Computer Science 2025-11-18 Sepehr Maleki , Negar Pourmoazemi