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Related papers: Limit Order Book Event Stream Prediction with Diff…

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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…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Peer Nagy , Sascha Frey , Silvia Sapora , Kang Li , Anisoara Calinescu , Stefan Zohren , Jakob Foerster

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…

Machine Learning · Computer Science 2026-02-06 Marie Brockschmidt , Maresa Schröder , Stefan Feuerriegel

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…

Robotics · Computer Science 2026-03-24 Xizhou Bu , Jiexi Lyu , Fulei Sun , Ruichen Yang , Zhiqiang Ma , Wei Li

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…

Computer Vision and Pattern Recognition · Computer Science 2025-11-24 Weilun Li , Lei Sun , Ruixi Gao , Qi Jiang , Yuqin Ma , Kaiwei Wang , Ming-Hsuan Yang , Luc Van Gool , Danda Pani Paudel

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…

Machine Learning · Computer Science 2023-11-27 Ella Tamir , Martin Trapp , Arno Solin

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…

Computer Vision and Pattern Recognition · Computer Science 2023-03-21 Francesco Giuliari , Gianluca Scarpellini , Stuart James , Yiming Wang , Alessio Del Bue

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…

Machine Learning · Computer Science 2024-11-19 William Huang , Yifeng Jiang , Tom Van Wouwe , C. Karen Liu

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…

Computer Vision and Pattern Recognition · Computer Science 2026-03-19 Liangyu Yuan , Ruoyu Wang , Tong Zhao , Dingwen Fu , Mingkun Lei , Beier Zhu , Chi Zhang

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…

Machine Learning · Statistics 2025-06-10 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

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,…

Machine Learning · Computer Science 2021-04-05 Zaharah A. Bukhsh , Aaqib Saeed , Remco M. Dijkman

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…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Changlin Li , Yanglei Gan , Tian Lan , Yuxiang Cai , Xueyi Liu , Run Lin , Qiao Liu

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…

Computer Vision and Pattern Recognition · Computer Science 2025-05-28 Pascal Zwick , Nils Friederich , Maximilian Beichter , Lennart Hilbert , Ralf Mikut , Oliver Bringmann

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,…

Machine Learning · Computer Science 2026-04-14 Weiwei Ye , Zhuopeng Xu , Ning Gui

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…

Trading and Market Microstructure · Quantitative Finance 2016-06-27 Julius Bonart , Martin Gould

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…

Information Retrieval · Computer Science 2024-04-23 Yu Hou , Jin-Duk Park , Won-Yong Shin

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…

Probability · Mathematics 2007-05-23 Rami Atar

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-22 Morgan K. Geldenhuys , Dominik Scheinert , Odej Kao , Lauritz Thamsen

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…

Robotics · Computer Science 2025-08-04 Zehui Xu , Junhui Wang , Yongliang Shi , Chao Gao , Guyue Zhou
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