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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…

Mathematical Finance · Quantitative Finance 2025-04-10 Yan-Feng Wu , Jian-Qiang Hu

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…

Computer Vision and Pattern Recognition · Computer Science 2023-08-24 Xiyu Wang , Anh-Dung Dinh , Daochang Liu , Chang Xu

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…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Hui Zhang , Zuxuan Wu , Zhen Xing , Jie Shao , Yu-Gang Jiang

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…

Mathematical Software · Computer Science 2018-03-20 Edwin Tye , Tom Finnie , Ian Hall , Steve Leach

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…

Numerical Analysis · Mathematics 2025-07-24 Luke Benfield , Andreas Dedner

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…

Computer Vision and Pattern Recognition · Computer Science 2024-11-21 Youyuan Zhang , Zehua Liu , Zenan Li , Zhaoyu Li , James J. Clark , Xujie Si

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.…

Machine Learning · Computer Science 2024-06-07 Tim Salimans , Thomas Mensink , Jonathan Heek , Emiel Hoogeboom

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…

Computer Vision and Pattern Recognition · Computer Science 2024-03-21 Jiachun Pan , Jun Hao Liew , Vincent Y. F. Tan , Jiashi Feng , Hanshu Yan

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…

Computer Vision and Pattern Recognition · Computer Science 2024-08-19 Shengkun Tang , Yaqing Wang , Caiwen Ding , Yi Liang , Yao Li , Dongkuan Xu

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…

Machine Learning · Computer Science 2024-12-09 Zixiang Chen , Huizhuo Yuan , Yongqian Li , Yiwen Kou , Junkai Zhang , Quanquan Gu

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…

Artificial Intelligence · Computer Science 2025-08-06 Youran Zhou , Mohamed Reda Bouadjenek , Sunil Aryal

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…

Mathematical Finance · Quantitative Finance 2018-11-02 Xiaowei Zhang , Peter W. Glynn

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…

Machine Learning · Computer Science 2026-04-24 Christian Belardi , Justin Lovelace , Kilian Q. Weinberger , Carla P. Gomes

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…

Machine Learning · Computer Science 2025-05-29 Yi Zhang , Difan Zou

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…

Machine Learning · Computer Science 2021-06-25 Zhifeng Kong , Wei Ping

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…

Computer Vision and Pattern Recognition · Computer Science 2023-09-26 Lijiang Li , Huixia Li , Xiawu Zheng , Jie Wu , Xuefeng Xiao , Rui Wang , Min Zheng , Xin Pan , Fei Chao , Rongrong Ji

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…

Machine Learning · Computer Science 2022-10-17 Cheng Lu , Yuhao Zhou , Fan Bao , Jianfei Chen , Chongxuan Li , Jun Zhu

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…

Computer Vision and Pattern Recognition · Computer Science 2022-11-01 Luping Liu , Yi Ren , Zhijie Lin , Zhou Zhao
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