Related papers: Limit Order Book Event Stream Prediction with Diff…
Developing a generative model of realistic order flow in financial markets is a challenging open problem, with numerous applications for market participants. Addressing this, we propose the first end-to-end autoregressive generative model…
Survival analysis is a cornerstone of clinical research by modeling time-to-event outcomes such as metastasis, disease relapse, or patient death. Unlike standard tabular data, survival data often come with incomplete event information due…
Generative models such as diffusion models, excel at capturing high-dimensional distributions with diverse input modalities, e.g. robot trajectories, but are less effective at multi-step constraint reasoning. Task and Motion Planning (TAMP)…
Learning latent actions from large-scale videos is crucial for the pre-training of scalable embodied foundation models, yet existing methods often struggle with action-irrelevant distractors. Although incorporating action supervision can…
As neuromorphic sensors, event cameras asynchronously record changes in brightness as streams of sparse events with the advantages of high temporal resolution and high dynamic range. Reconstructing intensity images from events is a highly…
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…
The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…
Positional reasoning is the process of ordering unsorted parts contained in a set into a consistent structure. We present Positional Diffusion, a plug-and-play graph formulation with Diffusion Probabilistic Models to address positional…
Diffusion models have demonstrated significant promise in various generative tasks; however, they often struggle to satisfy challenging constraints. Our approach addresses this limitation by rethinking training-free loss-guided diffusion…
Diffusion and flow matching models generate high-fidelity data by simulating paths defined by Ordinary or Stochastic Differential Equations (ODEs/SDEs), starting from a tractable prior distribution. The probability flow ODE formulation…
Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative…
Predictive business process monitoring focuses on predicting future characteristics of a running process using event logs. The foresight into process execution promises great potentials for efficient operations, better resource management,…
Maritime vessel maneuvers, characterized by their inherent complexity and indeterminacy, requires vessel trajectory prediction system capable of modeling the multi-modality nature of future motion states. Conventional stochastic trajectory…
Enhancing the efficiency of high-quality image generation using Diffusion Models (DMs) is a significant challenge due to the iterative nature of the process. Flow Matching (FM) is emerging as a powerful generative modeling paradigm based on…
Due to the dynamics of underlying physics and external influences, the uncertainty of time series often varies over time. However, existing Denoising Diffusion Probabilistic Models (DDPMs) often fail to capture this non-stationary nature,…
We use a recent, high-quality data set from Nasdaq to perform an empirical analysis of order flow in a limit order book (LOB) before and after the arrival of a market order. For each of the stocks that we study, we identify a sequence of…
A recent study has shown that diffusion models are well-suited for modeling the generative process of user-item interactions in recommender systems due to their denoising nature. However, existing diffusion model-based recommender systems…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…
Distributed Stream Processing systems have become an essential part of big data processing platforms. They are characterized by the high-throughput processing of near to real-time event streams with the goal of delivering low-latency…
This paper introduces TopoDiffuser, a diffusion-based framework for multimodal trajectory prediction that incorporates topometric maps to generate accurate, diverse, and road-compliant future motion forecasts. By embedding structural cues…