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Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

The denoising process of diffusion models can be interpreted as an approximate projection of noisy samples onto the data manifold. Moreover, the noise level in these samples approximates their distance to the underlying manifold. Building…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Abulikemu Abuduweili , Chenyang Yuan , Changliu Liu , Frank Permenter

In this paper we propose to extend the definition of fuzzy transform in order to consider an interpolation of models that are richer than the standard fuzzy transform. We focus on polynomial models, linear in particular, although the…

Data Analysis, Statistics and Probability · Physics 2017-05-08 Luigi Troiano , Pravesh Kriplani , Irene Diaz

Scenario-based probabilistic forecasts have become vital for decision-makers in handling intermittent renewable energies. This paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic…

Machine Learning · Computer Science 2023-08-22 Esteban Hernandez Capel , Jonathan Dumas

Diffusion models, a family of generative models based on deep learning, have become increasingly prominent in cutting-edge machine learning research. With a distinguished performance in generating samples that resemble the observed data,…

Machine Learning · Computer Science 2023-05-02 Lequan Lin , Zhengkun Li , Ruikun Li , Xuliang Li , Junbin Gao

The covariance for clean data given a noisy observation is an important quantity in many training-free guided generation methods for diffusion models. Current methods require heavy test-time computation, altering the standard diffusion…

Machine Learning · Computer Science 2025-03-25 Severi Rissanen , Markus Heinonen , Arno Solin

We present DiffusionBERT, a new generative masked language model based on discrete diffusion models. Diffusion models and many pre-trained language models have a shared training objective, i.e., denoising, making it possible to combine the…

Computation and Language · Computer Science 2022-12-02 Zhengfu He , Tianxiang Sun , Kuanning Wang , Xuanjing Huang , Xipeng Qiu

Diffusion Probabilistic Models stand as a critical tool in generative modelling, enabling the generation of complex data distributions. This family of generative models yields record-breaking performance in tasks such as image synthesis,…

It is widely believed that noise conditioning is indispensable for denoising diffusion models to work successfully. This work challenges this belief. Motivated by research on blind image denoising, we investigate a variety of…

Computer Vision and Pattern Recognition · Computer Science 2025-11-19 Qiao Sun , Zhicheng Jiang , Hanhong Zhao , Kaiming He

Time-of-Flight (ToF) sensors efficiently capture scene depth, but the nonlinear depth construction procedure often results in extremely large noise variance or even invalid areas. Recent methods based on deep neural networks (DNNs) achieve…

Computer Vision and Pattern Recognition · Computer Science 2025-03-26 Changyong He , Jin Zeng , Jiawei Zhang , Jiajie Guo

Tube waves present a significant challenge in vertical seismic profiling data, often obscuring critical seismic signals from seismic acquisition. In this study, we introduce the Seismic Diffusion Model for Denoising, a fast diffusion model…

Geophysics · Physics 2025-03-04 Donglin Zhu , Peiyao Li , Ge Jin

Accurate interpolation of seismic data is crucial for improving the quality of imaging and interpretation. In recent years, deep learning models such as U-Net and generative adversarial networks have been widely applied to seismic data…

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

This paper identifies significant redundancy in the query-key interactions within self-attention mechanisms of diffusion transformer models, particularly during the early stages of denoising diffusion steps. In response to this observation,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-13 Yifan Pu , Zhuofan Xia , Jiayi Guo , Dongchen Han , Qixiu Li , Duo Li , Yuhui Yuan , Ji Li , Yizeng Han , Shiji Song , Gao Huang , Xiu Li

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Chaotic Dynamics · Physics 2016-03-23 Tyrus Berry , John Harlim

Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope…

Machine Learning · Computer Science 2024-02-09 Jonathan Crabbé , Nicolas Huynh , Jan Stanczuk , Mihaela van der Schaar

Controlling memorization in diffusion models is critical for applications that require generated data to closely match the training distribution. Existing approaches mainly focus on data centric or model centric modifications, treating the…

Machine Learning · Computer Science 2026-01-30 Thuy Phuong Vu , Mai Viet Hoang Do , Minhhuy Le , Dinh-Cuong Hoang , Phan Xuan Tan

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

Diffusion models have found valuable applications in anomaly detection by capturing the nominal data distribution and identifying anomalies via reconstruction. Despite their merits, they struggle to localize anomalies of varying scales,…

Computer Vision and Pattern Recognition · Computer Science 2024-06-25 Justin Tebbe , Jawad Tayyub

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their use in time series classification is still at an early stage.…

Statistical Finance · Quantitative Finance 2020-10-29 Elizabeth Fons , Paula Dawson , Xiao-jun Zeng , John Keane , Alexandros Iosifidis
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