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Related papers: Series-to-Series Diffusion Bridge Model

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Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Machine Learning · Statistics 2022-06-28 Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…

Machine Learning · Statistics 2024-01-09 Wei Deng , Yu Chen , Nicole Tianjiao Yang , Hengrong Du , Qi Feng , Ricky T. Q. Chen

Diffusion models have demonstrated powerful data generation capabilities in various research fields such as image generation. However, in the field of vibration signal generation, the criteria for evaluating the quality of the generated…

Machine Learning · Computer Science 2024-07-02 Haiming Yi , Lei Hou , Yuhong Jin , Nasser A. Saeed , Ali Kandil , Hao Duan

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

Probabilistic forecasting is crucial in multivariate financial time-series for constructing efficient portfolios that account for complex cross-sectional dependencies. In this paper, we propose Diffolio, a diffusion model designed for…

Computational Engineering, Finance, and Science · Computer Science 2026-03-31 So-Yoon Cho , Jin-Young Kim , Kayoung Ban , Hyeng Keun Koo , Hyun-Gyoon Kim

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Atmospheric and Oceanic Physics · Physics 2024-02-13 Zhanxiang Hua , Yutong He , Chengqian Ma , Alexandra Anderson-Frey

Continuous-time long-term event prediction plays an important role in many application scenarios. Most existing works rely on autoregressive frameworks to predict event sequences, which suffer from error accumulation, thus compromising…

Machine Learning · Computer Science 2023-11-03 Wang-Tao Zhou , Zhao Kang , Ling Tian

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

We propose Diffusion-Informed Model Predictive Control (D-I MPC), a generic framework for uncertainty-aware prediction and decision-making in partially observable stochastic systems by integrating diffusion-based time series forecasting…

Machine Learning · Computer Science 2025-03-20 Stelios Zarifis , Ioannis Kordonis , Petros Maragos

Diffusion bridges (DBs) are a class of diffusion models that enable faster sampling by interpolating between two paired image distributions. Training traditional DBs for image reconstruction requires high-quality reference images, which…

Image and Video Processing · Electrical Eng. & Systems 2025-01-08 Harry Gao , Weijie Gan , Yuyang Hu , Hongyu An , Ulugbek S. Kamilov

Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility…

Machine Learning · Computer Science 2026-05-22 Stanislav R. Kirpichenko , Andrei V. Konstantinov , Lev V. Utkin

Diffusion models have demonstrated significant potential in achieving state-of-the-art performance across various text generation tasks. In this systematic study, we investigate their application to the table-to-text problem by adapting the…

Computation and Language · Computer Science 2024-09-24 Aleksei S. Krylov , Oleg D. Somov

Recent advances in diffusion models have demonstrated their strong capabilities in generating high-fidelity samples from complex distributions through an iterative refinement process. Despite the empirical success of diffusion models in…

Robotics · Computer Science 2024-07-03 Chaoyi Pan , Zeji Yi , Guanya Shi , Guannan Qu

Diffusion model-based inverse problem solvers have shown impressive performance, but are limited in speed, mostly as they require reverse diffusion sampling starting from noise. Several recent works have tried to alleviate this problem by…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, into the forward noising process. Unlike standard score-based…

Machine Learning · Computer Science 2025-07-28 Gihun Kim , Sun-Yong Choi , Yeoneung Kim

The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…

Machine Learning · Statistics 2023-12-25 Stefano Peluchetti

Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of…

Machine Learning · Computer Science 2024-06-04 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

Recent advances have introduced diffusion models for probabilistic streamflow forecasting, demonstrating strong early flood-warning skill. However, current implementations rely on recurrent Long Short-Term Memory (LSTM) backbones and…

Machine Learning · Computer Science 2025-12-16 Yihan Wang , Annan Yu , Lujun Zhang , Charuleka Varadharajan , N. Benjamin Erichson

Extreme floods pose escalating risks in a changing climate, yet forecasting remains challenging due to peak flow underestimation and high uncertainty. We introduce DRUM, a diffusion-based probabilistic deep learning approach that advances…

Multiscale spatial structure complicates temporal prediction because small-scale spatial fluctuations influence large-scale evolution, yet resolving all scales is often intractable. Standard diffusion models do not address this problem…

Fluid Dynamics · Physics 2026-04-02 Yuki Yasuda , Tobias Bischoff