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In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

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

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

Machine Learning · Computer Science 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

Image restoration aims to recover high-quality images from degraded observations. When the degradation process is known, the recovery problem can be formulated as an inverse problem, and in a Bayesian context, the goal is to sample a clean…

Image and Video Processing · Electrical Eng. & Systems 2025-10-13 Darshan Thaker , Abhishek Goyal , René Vidal

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

Denoising diffusion probabilistic models are a promising new class of generative models that mark a milestone in high-quality image generation. This paper showcases their ability to sequentially generate video, surpassing prior methods in…

Computer Vision and Pattern Recognition · Computer Science 2022-12-09 Ruihan Yang , Prakhar Srivastava , Stephan Mandt

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

Stochastic optimization techniques are standard in variational inference algorithms. These methods estimate gradients by approximating expectations with independent Monte Carlo samples. In this paper, we explore a technique that uses…

Machine Learning · Computer Science 2019-08-15 Mike Wu , Noah Goodman , Stefano Ermon

The diffusion model has shown success in generating high-quality and diverse solutions to trajectory optimization problems. However, diffusion models with neural networks inevitably make prediction errors, which leads to constraint…

Machine Learning · Computer Science 2024-06-04 Anjian Li , Zihan Ding , Adji Bousso Dieng , Ryne Beeson

We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…

Probability · Mathematics 2007-05-23 Alexandros Beskos , Gareth O. Roberts

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

Sensitivity analysis in probabilistic discrete graphical models is usually conducted by varying one probability value at a time and observing how this affects output probabilities of interest. When one probability is varied then others are…

Statistics Theory · Mathematics 2021-01-14 Manuele Leonelli , Eva Riccomagno

Recently, diffusion model have demonstrated impressive image generation performances, and have been extensively studied in various computer vision tasks. Unfortunately, training and evaluating diffusion models consume a lot of time and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-03 Dohoon Ryu , Jong Chul Ye

The objective for establishing dense correspondence between paired images consists of two terms: a data term and a prior term. While conventional techniques focused on defining hand-designed prior terms, which are difficult to formulate,…

Computer Vision and Pattern Recognition · Computer Science 2024-01-26 Jisu Nam , Gyuseong Lee , Sunwoo Kim , Hyeonsu Kim , Hyoungwon Cho , Seyeon Kim , Seungryong Kim

Out-of-Distribution detection between dataset pairs has been extensively explored with generative models. We show that likelihood-based Out-of-Distribution detection can be extended to diffusion models by leveraging the fact that they, like…

Machine Learning · Computer Science 2023-10-27 Joseph Goodier , Neill D. F. Campbell

Diffusion models have attained prominence for their ability to synthesize a probability distribution for a given dataset via a diffusion process, enabling the generation of new data points with high fidelity. However, diffusion processes…

Machine Learning · Computer Science 2024-11-25 Shervin Khalafi , Dongsheng Ding , Alejandro Ribeiro

Single-molecule localization microscopy allows practitioners to locate and track labeled molecules in biological systems. When extracting diffusion coefficients from the resulting trajectories, it is common practice to perform a linear fit…

Biological Physics · Physics 2024-06-19 Jakob Tómas Bullerjahn , Gerhard Hummer

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

How diffusion models generalize beyond their training set is not known, and is somewhat mysterious given two facts: the optimum of the denoising score matching (DSM) objective usually used to train diffusion models is the score function of…

Machine Learning · Computer Science 2025-04-18 John J. Vastola

We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…

Optimization and Control · Mathematics 2024-03-06 Florian Messerer , Katrin Baumgärtner , Armin Nurkanović , Moritz Diehl