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In this note we prove sharp lower error bounds for numerical methods for jump-diffusion stochastic differential equations (SDEs) with discontinuous drift. We study the approximation of jump-diffusion SDEs with non-adaptive as well as…

Numerical Analysis · Mathematics 2023-12-06 Paweł Przybyłowicz , Verena Schwarz , Michaela Szölgyenyi

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Machine Learning · Statistics 2024-12-12 Christopher Williams , Andrew Campbell , Arnaud Doucet , Saifuddin Syed

Diffusion models achieve high-quality image generation but are limited by slow iterative sampling. Distillation methods alleviate this by enabling one- or few-step generation. Flow matching, originally introduced as a distinct framework,…

Computer Vision and Pattern Recognition · Computer Science 2025-12-04 Mingyuan Zhou , Yi Gu , Huangjie Zheng , Liangchen Song , Guande He , Yizhe Zhang , Wenze Hu , Yinfei Yang

Machine learning models are increasingly trained or fine-tuned on synthetic data. Recursively training on such data has been observed to significantly degrade performance in a wide range of tasks, often characterized by a progressive drift…

Machine Learning · Statistics 2026-02-19 Nail B. Khelifa , Richard E. Turner , Ramji Venkataramanan

This paper proposes a new theoretical lens to view Wasserstein generative adversarial networks (WGANs). To minimize the Wasserstein-1 distance between the true data distribution and our estimate of it, we derive a distribution-dependent…

Machine Learning · Statistics 2025-02-05 Zachariah Malik , Yu-Jui Huang

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

The choice of prior is central to solving ill-posed imaging inverse problems, making it essential to select one consistent with the measurements $y$ to avoid severe bias. In Bayesian inverse problems, this could be achieved by evaluating…

Machine Learning · Computer Science 2026-05-01 Frederic Wang , Katherine L. Bouman

Many normalizing flow architectures impose regularity constraints, yet their distributional approximation properties are not fully characterized. We study the expressivity of bi-Lipschitz normalizing flows through the lens of score-based…

Machine Learning · Statistics 2026-05-08 Meira Iske , Carola-Bibiane Schönlieb

We present discretize_distributions, a Python package that efficiently constructs discrete approximations of Gaussian mixture distributions and provides guarantees on the approximation error in Wasserstein distance. The package implements…

Machine Learning · Computer Science 2025-11-21 Steven Adams , Elize Alwash , Luca Laurenti

Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…

Disordered Systems and Neural Networks · Physics 2023-10-31 Giulio Biroli , Marc Mézard

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, known as iterative diffusion optimization, solves the SOC…

Optimization and Control · Mathematics 2026-03-24 Yuhang Mei , Amirhossein Taghvaei

Diffusion models are often introduced from multiple perspectives, such as VAEs, score matching, or flow matching, accompanied by dense and technically demanding mathematics that can be difficult for beginners to grasp. One classic question…

Machine Learning · Computer Science 2026-04-14 Candi Zheng , Yuan Lan

Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…

Machine Learning · Computer Science 2025-03-04 Yinuo Ren , Haoxuan Chen , Grant M. Rotskoff , Lexing Ying

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

We propose DiffSep, a new single channel source separation method based on score-matching of a stochastic differential equation (SDE). We craft a tailored continuous time diffusion-mixing process starting from the separated sources and…

Audio and Speech Processing · Electrical Eng. & Systems 2022-11-03 Robin Scheibler , Youna Ji , Soo-Whan Chung , Jaeuk Byun , Soyeon Choe , Min-Seok Choi

How do diffusion generative models convert pure noise into meaningful images? In a variety of pretrained diffusion models (including conditional latent space models like Stable Diffusion), we observe that the reverse diffusion process that…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

Most existing theoretical investigations of the accuracy of diffusion models, albeit significant, assume the score function has been approximated to a certain accuracy, and then use this a priori bound to control the error of generation.…

Machine Learning · Computer Science 2024-10-29 Yuqing Wang , Ye He , Molei Tao

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