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We investigate the error of the randomized Milstein algorithm for solving scalar jump-diffusion stochastic differential equations. We provide a complete error analysis under substantially weaker assumptions than known in the literature. In…

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

In this work, we look at Score-based generative models (also called diffusion generative models) from a geometric perspective. From a new view point, we prove that both the forward and backward process of adding noise and generating from…

Machine Learning · Computer Science 2023-02-10 Sandesh Ghimire , Jinyang Liu , Armand Comas , Davin Hill , Aria Masoomi , Octavia Camps , Jennifer Dy

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra

We develop a novel clustering method for distributional data, where each data point is regarded as a probability distribution on the real line. For distributional data, it has been challenging to develop a clustering method that utilizes…

Methodology · Statistics 2025-06-24 Ryo Okano , Masaaki Imaizumi

We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…

Statistics Theory · Mathematics 2025-08-06 Robert Richardson , H. Dennis Tolley , Kenneth Kuttler

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Machine Learning · Statistics 2026-01-23 Lei Qian , Wu Su , Yanqi Huang , Song Xi Chen

We investigate the use of diffusion models as neural density estimators. The current approach to this problem involves converting the generative process to a smooth flow, known as the Probability Flow ODE. The log density at a given sample…

Machine Learning · Computer Science 2024-10-10 Akhil Premkumar

Strong generative models can accurately learn channel distributions. This could save recurring costs for physical measurements of the channel. Moreover, the resulting differentiable channel model supports training neural encoders by…

Information Theory · Computer Science 2024-06-12 Muah Kim , Rick Fritschek , Rafael F. Schaefer

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

Machine learning models deployed on medical imaging tasks must be equipped with out-of-distribution detection capabilities in order to avoid erroneous predictions. It is unsure whether out-of-distribution detection models reliant on deep…

Computer Vision and Pattern Recognition · Computer Science 2022-06-28 Sebastian G. Popescu , David J. Sharp , James H. Cole , Konstantinos Kamnitsas , Ben Glocker

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

Machine Learning · Computer Science 2024-03-07 Gen Li , Yu Huang , Timofey Efimov , Yuting Wei , Yuejie Chi , Yuxin Chen

We introduce in this paper the numerical analysis of high order both in time and space Lagrange-Galerkin methods for the conservative formulation of the advection-diffusion equation. As time discretization scheme we consider the Backward…

Numerical Analysis · Mathematics 2024-01-05 Rodolfo Bermejo , Manuel Colera

In this paper, we explore provable acceleration of diffusion models without any additional retraining. Focusing on the task of approximating a target data distribution in $\mathbb{R}^d$ to within $\varepsilon$ total-variation distance, we…

Machine Learning · Computer Science 2025-08-14 Gen Li , Yuchen Zhou , Yuting Wei , Yuxin Chen

Score-based Generative Models (SGMs) aim to sample from a target distribution by learning score functions using samples perturbed by Gaussian noise. Existing convergence bounds for SGMs in the W2-distance rely on stringent assumptions about…

Machine Learning · Statistics 2025-12-12 Marta Gentiloni-Silveri , Antonio Ocello

The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

Machine Learning · Computer Science 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

Numerical Analysis · Mathematics 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

Machine Learning · Computer Science 2025-10-13 Filip Ekström Kelvinius , Zheng Zhao , Fredrik Lindsten

Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a…

Machine Learning · Computer Science 2024-07-12 Raghav Singhal , Mark Goldstein , Rajesh Ranganath