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Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

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

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

Machine Learning · Computer Science 2024-10-07 Yanfang Liu , Yuan Chen , Dongbin Xiu , Guannan Zhang

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

Recent progress with conditional image diffusion models has been stunning, and this holds true whether we are speaking about models conditioned on a text description, a scene layout, or a sketch. Unconditional image diffusion models are…

Computer Vision and Pattern Recognition · Computer Science 2023-06-22 William Harvey , Frank Wood

We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to…

Machine Learning · Computer Science 2023-11-01 Zhong Yi Wan , Ricardo Baptista , Yi-fan Chen , John Anderson , Anudhyan Boral , Fei Sha , Leonardo Zepeda-Núñez

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

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…

Methodology · Statistics 2015-05-13 Murray Pollock

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

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

Stochastic differential equation (SDE)-based generative models have achieved substantial progress in conditional generation via training-free differentiable loss-guided approaches. However, existing methodologies utilizing posterior sam-…

Machine Learning · Computer Science 2026-03-10 Minsi Ren , Wenhao Deng , Ruiqi Feng , Tailin Wu

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

Machine Learning · Statistics 2023-10-31 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

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

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

A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…

Probability · Mathematics 2017-05-30 Moritz Schauer , Frank van der Meulen , Harry van Zanten

Diffusion models have been successful on a range of conditional generation tasks including molecular design and text-to-image generation. However, these achievements have primarily depended on task-specific conditional training or…

Machine Learning · Statistics 2024-11-26 Luhuan Wu , Brian L. Trippe , Christian A. Naesseth , David M. Blei , John P. Cunningham

Sampling from unnormalized multimodal distributions with limited density evaluations remains a fundamental challenge in machine learning and natural sciences. Successful approaches construct a bridge between a tractable reference and the…

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

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling. In this work we conduct a systematic comparison and theoretical analysis of different approaches to learning conditional…

Machine Learning · Computer Science 2021-11-29 Georgios Batzolis , Jan Stanczuk , Carola-Bibiane Schönlieb , Christian Etmann