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Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Extensive empirical evidence demonstrates that conditional generative models are easier to train and perform better than unconditional ones by exploiting the labels of data. So do score-based diffusion models. In this paper, we analyze the…

Machine Learning · Computer Science 2022-12-02 Fan Bao , Chongxuan Li , Jiacheng Sun , Jun Zhu

We develop a novel approach towards causal inference. Rather than structural equations over a causal graph, we learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These…

Machine Learning · Computer Science 2024-03-19 Lars Lorch , Andreas Krause , Bernhard Schölkopf

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling. In this work we conduct a systematic comparison and theoretical analysis of different approaches to learning conditional…

Machine Learning · Computer Science 2021-11-29 Georgios Batzolis , Jan Stanczuk , Carola-Bibiane Schönlieb , Christian Etmann

We propose a conditional stochastic interpolation (CSI) method for learning conditional distributions. CSI is based on estimating probability flow equations or stochastic differential equations that transport a reference distribution to the…

Machine Learning · Statistics 2025-08-26 Ding Huang , Jian Huang , Ting Li , Guohao Shen

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…

Computation · Statistics 2025-07-22 Shu Huang , Richard G. Everitt , Massimiliano Tamborrino , Adam M. Johansen

Unpaired image-to-image translation involves learning mappings between source domain and target domain in the absence of aligned or corresponding samples. Score based diffusion models have demonstrated state-of-the-art performance in…

Computer Vision and Pattern Recognition · Computer Science 2025-10-07 Venkata Narendra Kotyada , Revanth Eranki , Nagesh Bhattu Sristy

Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…

Computation · Statistics 2021-05-03 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

The paper proposes a systematic framework for building data-driven stochastic differential equation (SDE) models from sparse, noisy observations. Unlike traditional parametric approaches, which assume a known functional form for the drift,…

Machine Learning · Statistics 2025-08-18 Arnab Ganguly , Riten Mitra , Jinpu Zhou

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…

Machine Learning · Computer Science 2025-06-27 Xinghao Dong , Huchen Yang , Jin-Long Wu

Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior…

Machine Learning · Computer Science 2024-08-25 Defang Chen , Zhenyu Zhou , Can Wang , Chunhua Shen , Siwei Lyu

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…

Machine Learning · Computer Science 2021-05-19 Noura Dridi , Lucas Drumetz , Ronan Fablet

Modeling stochastic and irregularly sampled time series is a challenging problem found in a wide range of applications, especially in medicine. Neural stochastic differential equations (Neural SDEs) are an attractive modeling technique for…

Machine Learning · Computer Science 2025-02-05 Xi Zhang , Yuan Pu , Yuki Kawamura , Andrew Loza , Yoshua Bengio , Dennis L. Shung , Alexander Tong

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

Autoregressive next-step prediction models have become the de-facto standard for building data-driven neural solvers to forecast time-dependent partial differential equations (PDEs). Denoise training that is closely related to diffusion…

Machine Learning · Computer Science 2025-03-31 Zijie Li , Anthony Zhou , Amir Barati Farimani

This is a pedagogical review of the possible connection between the stochastic quantization in physics and the diffusion models in machine learning. For machine-learning applications, the denoising diffusion model has been established as a…

High Energy Physics - Lattice · Physics 2025-01-13 Kenji Fukushima , Syo Kamata

We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…