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We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
Diffusion probabilistic models (DPMs) have been shown to generate high-quality images without the need for delicate adversarial training. However, the current sampling process in DPMs is prone to violent shaking. In this paper, we present a…
Diffusion models, as a type of generative model, have achieved impressive results in generating images and videos conditioned on textual conditions. However, the generation process of diffusion models involves denoising dozens of steps to…
Ordinary Differential Equations (ODE) are used throughout science where the capture of rates of change in states is sought. While both pieces of commercial and open software exist to study such systems, their efficient and accurate usage…
Solving partial differential equations (PDEs) on complex domains can present significant computational challenges. The Diffuse Domain Method (DDM) is an alternative that reformulates the partial differential equations on a larger, simpler…
In this paper, we consider the conditional generation problem by guiding off-the-shelf unconditional diffusion models with differentiable loss functions in a plug-and-play fashion. While previous research has primarily focused on balancing…
We present a new method for making diffusion models faster to sample. The method distills many-step diffusion models into few-step models by matching conditional expectations of the clean data given noisy data along the sampling trajectory.…
Existing customization methods require access to multiple reference examples to align pre-trained diffusion probabilistic models (DPMs) with user-provided concepts. This paper aims to address the challenge of DPM customization when the only…
The dynamic mode decomposition (DMD) is a simple and powerful data-driven modeling technique that is capable of revealing coherent spatiotemporal patterns from data. The method's linear algebra-based formulation additionally allows for a…
Diffusion models achieve great success in generating diverse and high-fidelity images, yet their widespread application, especially in real-time scenarios, is hampered by their inherently slow generation speed. The slow generation stems…
Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In…
Diffusion models have recently emerged as powerful tools for missing data imputation by modeling the joint distribution of observed and unobserved variables. However, existing methods, typically based on stochastic denoising diffusion…
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…
Guided diffusion sampling relies on approximating often intractable likelihood scores, which introduces significant noise into the sampling dynamics. We propose using adaptive moment estimation to stabilize these noisy likelihood scores…
Modeling physical systems in a generative manner offers several advantages, including the ability to handle partial observations, generate diverse solutions, and address both forward and inverse problems. Recently, diffusion models have…
Denoising Diffusion Probabilistic Models (DDPMs) are a very popular class of deep generative model that have been successfully applied to a diverse range of problems including image and video generation, protein and material synthesis,…
In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the…
Diffusion models are emerging expressive generative models, in which a large number of time steps (inference steps) are required for a single image generation. To accelerate such tedious process, reducing steps uniformly is considered as an…
Diffusion probabilistic models (DPMs) are emerging powerful generative models. Despite their high-quality generation performance, DPMs still suffer from their slow sampling as they generally need hundreds or thousands of sequential function…
Denoising Diffusion Probabilistic Models (DDPMs) can generate high-quality samples such as image and audio samples. However, DDPMs require hundreds to thousands of iterations to produce final samples. Several prior works have successfully…