Related papers: Diffusion approximation error for queueing systems…
Graph is a prevalent discrete data structure, whose generation has wide applications such as drug discovery and circuit design. Diffusion generative models, as an emerging research focus, have been applied to graph generation tasks.…
This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…
A controlled branching process (CBP) is a modification of the standard Bienaym\'e-Galton-Watson process in which the number of progenitors in each generation is determined by a random mechanism. We consider a CBP starting from a random…
This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…
We introduce the first continuous-time score-based generative model that leverages fractional diffusion processes for its underlying dynamics. Although diffusion models have excelled at capturing data distributions, they still suffer from…
Diffusion models have been achieving state-of-the-art results across various generation tasks. However, a notable drawback is their sequential generation process, requiring long-sequence step-by-step generation. Existing methods, such as…
Diffusion models are the go-to method for Text-to-Image generation, but their iterative denoising processes has high inference latency. Quantization reduces compute time by using lower bitwidths, but applies a fixed precision across all…
The microscopic origin of dissipation of a driven quantum many body system is addressed in the framework of a parametric banded random matrix approach. We find noticeable violations of the fluctuation-dissipation theorem and we observe also…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
Uniform-state discrete diffusion models excel at few-step generation and guidance due to their ability to self-correct, making them preferred over autoregressive or Masked diffusion models in these settings. However, their sampling quality…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
Diffusion models (DMs) have shown promise for Time-Series Data Imputation (TSDI); however, their performance remains inconsistent in complex scenarios. We attribute this to two primary obstacles: (1) non-stationary temporal dynamics, which…
We study a heavily overloaded single-server queue with abandonment and derive bounds on stationary tail probabilities of the queue length. As the abandonment rate $\gamma \downarrow 0$, the centered-scaled queue length $\tilde{q}$ is known…
Diffusion models have shown remarkable performance in generation problems over various domains including images, videos, text, and audio. A practical bottleneck of diffusion models is their sampling speed, due to the repeated evaluation of…
Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
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…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…