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Diffusion-based methods represented as stochastic differential equations on a continuous-time domain have recently proven successful as a non-adversarial generative model. Training such models relies on denoising score matching, which can…

Machine Learning · Computer Science 2024-11-05 Sarthak Mittal , Korbinian Abstreiter , Stefan Bauer , Bernhard Schölkopf , Arash Mehrjou

We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…

Machine Learning · Computer Science 2026-03-02 Karthik Elamvazhuthi , Abhijith Jayakumar , Andrey Y. Lokhov

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…

Machine Learning · Statistics 2024-02-20 Amanda Lenzi , Haavard Rue

In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between…

Risk Management · Quantitative Finance 2015-03-06 Alexander F. R. Koivusalo , Rudi Schäfer

Estimating the probability of failure is an important step in the certification of safety-critical systems. Efficient estimation methods are often needed due to the challenges posed by high-dimensional input spaces, risky test scenarios,…

Machine Learning · Computer Science 2024-07-02 Robert J. Moss , Mykel J. Kochenderfer , Maxime Gariel , Arthur Dubois

Offline black-box optimization (BBO) aims to find optimal designs based solely on an offline dataset of designs and their labels. Such scenarios frequently arise in domains like DNA sequence design and robotics, where only a few labeled…

Computational Engineering, Finance, and Science · Computer Science 2026-01-22 Ye Yuan , Can , Chen , Zipeng Sun , Dinghuai Zhang , Christopher Pal , Xue Liu

In this letter, we detail our randomized approach to safety-critical system verification. Our method requires limited system data to make a strong verification statement. Specifically, our method first randomly samples initial conditions…

Systems and Control · Electrical Eng. & Systems 2022-02-24 Prithvi Akella , Aaron D. Ames

Diffusion has emerged as a powerful framework for generative modeling, achieving remarkable success in applications such as image and audio synthesis. Enlightened by this progress, we propose a novel diffusion-based approach for symbolic…

Machine Learning · Computer Science 2025-06-02 Zachary Bastiani , Robert M. Kirby , Jacob Hochhalter , Shandian Zhe

Fault-tolerant distributed algorithms are central for building reliable spatially distributed systems. Unfortunately, the lack of a canonical precise framework for fault-tolerant algorithms is an obstacle for both verification and…

Formal Languages and Automata Theory · Computer Science 2012-10-16 Annu John , Igor Konnov , Ulrich Schmid , Helmut Veith , Josef Widder

Machine learning is becoming increasingly important for nonlinear system identification, including dynamical systems with spatially distributed outputs. However, classical identification and forecasting approaches become markedly less…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Achraf El Messaoudi , Noureddine Khaous , Karim Cherifi

Modeling generalized robot control policies poses ongoing challenges for language-guided robot manipulation tasks. Existing methods often struggle to efficiently utilize cross-dataset resources or rely on resource-intensive vision-language…

Robotics · Computer Science 2024-11-05 Wenhui Tan , Bei Liu , Junbo Zhang , Ruihua Song , Jianlong Fu

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

Importance sampling is a variance reduction technique for efficient estimation of rare-event probabilities by Monte Carlo. In standard importance sampling schemes, the system is simulated using an a priori fixed change of measure suggested…

Probability · Mathematics 2007-05-23 Paul Dupuis , Hui Wang

For object detection, it is possible to view the prediction of bounding boxes as a reverse diffusion process. Using a diffusion model, the random bounding boxes are iteratively refined in a denoising step, conditioned on the image. We…

Computer Vision and Pattern Recognition · Computer Science 2023-12-20 Leander van den Heuvel , Gertjan Burghouts , David W. Zhang , Gwenn Englebienne , Sabina B. van Rooij

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

Soft Condensed Matter · Physics 2020-10-14 Francois Sicard , Vladimir Koskin , Alessia Annibale , Edina Rosta

Diffusion models are an important tool for generative modelling, serving as effective priors in applications such as imaging and protein design. A key challenge in applying diffusion models for downstream tasks is efficiently sampling from…

Machine Learning · Computer Science 2026-02-12 Alexander Denker , Shreyas Padhy , Francisco Vargas , Johannes Hertrich

Certifying the robustness of model performance under bounded data distribution drifts has recently attracted intensive interest under the umbrella of distributional robustness. However, existing techniques either make strong assumptions on…

Machine Learning · Computer Science 2022-08-02 Maurice Weber , Linyi Li , Boxin Wang , Zhikuan Zhao , Bo Li , Ce Zhang

Propagation of charged cosmic-rays in the Galaxy depends on the transport parameters, whose number can be large depending on the propagation model under scrutiny. A standard approach for determining these parameters is a manual scan,…

Astrophysics · Physics 2009-05-13 A. Putze , L. Derome , D. Maurin , L. Perotto , R. Taillet

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem
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