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Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…

Probability · Mathematics 2025-01-29 Fei Cao , Kimball Johnston , Thomas Laurent , Justin Le , Sébastien Motsch

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Geophysics · Physics 2025-08-21 Andrea Zunino , Scott Keating , Andreas Fichtner

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

Machine Learning · Computer Science 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

Diffusion-based generative models employ stochastic differential equations (SDEs) and their equivalent probability flow ordinary differential equations (ODEs) to establish a smooth transformation between complex high-dimensional data…

Machine Learning · Computer Science 2025-12-12 Defang Chen , Zhenyu Zhou , Can Wang , Siwei Lyu

Generative models can be categorized into two types: explicit generative models that define explicit density forms and allow exact likelihood inference, such as score-based diffusion models (SDMs) and normalizing flows; implicit generative…

Machine Learning · Statistics 2023-07-06 Jingwei Zhang , Han Shi , Jincheng Yu , Enze Xie , Zhenguo Li

We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

Machine Learning · Computer Science 2025-02-04 Anand Jerry George , Nicolas Macris

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

Generative artificial intelligence (AI) refers to algorithms that create synthetic but realistic output. Diffusion models currently offer state of the art performance in generative AI for images. They also form a key component in more…

Machine Learning · Computer Science 2023-12-27 Catherine F. Higham , Desmond J. Higham , Peter Grindrod

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…

Optimization and Control · Mathematics 2021-05-12 Kun Huang , Shi Pu

Generative diffusion models, famous for their performance in image generation, are popular in various cross-domain applications. However, their use in the communication community has been mostly limited to auxiliary tasks like data modeling…

Networking and Internet Architecture · Computer Science 2025-03-11 Ruihuai Liang , Bo Yang , Zhiwen Yu , Bin Guo , Xuelin Cao , Mérouane Debbah , H. Vincent Poor , Chau Yuen

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

Diffusion models have achieved outstanding image generation by reversing a forward noising process to approximate true data distributions. During training, these models predict diffusion scores from noised versions of true samples in a…

Computer Vision and Pattern Recognition · Computer Science 2025-04-16 Dazhong Shen , Guanglu Song , Yi Zhang , Bingqi Ma , Lujundong Li , Dongzhi Jiang , Zhuofan Zong , Yu Liu

Diffusion or score-based models recently showed high performance in image generation. They rely on a forward and a backward stochastic differential equations (SDE). The sampling of a data distribution is achieved by numerically solving the…

Machine Learning · Computer Science 2025-06-04 Emile Pierret , Bruno Galerne

Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing…

Optimization and Control · Mathematics 2026-04-13 Carles Domingo-Enrich , Jiequn Han

Learning to sample from complex unnormalized distributions over discrete domains emerged as a promising research direction with applications in statistical physics, variational inference, and combinatorial optimization. Recent work has…

Diffusion models excel at capturing the natural design spaces of images, molecules, DNA, RNA, and protein sequences. However, rather than merely generating designs that are natural, we often aim to optimize downstream reward functions while…

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…

Machine Learning · Statistics 2025-10-06 Hyungjin Chung , Jeongsol Kim , Michael T. Mccann , Marc L. Klasky , Jong Chul Ye