Related papers: Importance Sampling With Stochastic Particle Flow …

Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function. We propose a new parameter fitting method, Minimum Probability Flow (MPF), which is applicable to any parametric model. We…

We introduce a novel unit-time ordinary differential equation (ODE) flow called the preconditioned F\"{o}llmer flow, which efficiently transforms a Gaussian measure into a desired target measure at time 1. To discretize the flow, we apply…

Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs),…

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate…

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Deterministic flow models, such as rectified flows, offer a general framework for learning a deterministic transport map between two distributions, realized as the vector field for an ordinary differential equation (ODE). However, they are…

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

We study efficient importance sampling techniques for particle filtering (PF) when either (a) the observation likelihood (OL) is frequently multimodal or heavy-tailed, or (b) the state space dimension is large or both. When the OL is…

During the last two decades there has been a growing interest in Particle Filtering (PF). However, PF suffers from two long-standing problems that are referred to as sample degeneracy and impoverishment. We are investigating methods that…

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…

We propose a large displacement optical flow method that introduces a new strategy to compute a good local minimum of any optical flow energy functional. The method requires a given set of discrete matches, which can be extremely sparse,…

Modern optical flow methods make use of salient scene feature points detected and matched within the scene as a basis for sparse-to-dense optical flow estimation. Current feature detectors however either give sparse, non uniform point…

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

Diffusion models (DMs) have become the dominant paradigm of generative modeling in a variety of domains by learning stochastic processes from noise to data. Recently, diffusion denoising bridge models (DDBMs), a new formulation of…

In recent years, Rectified flow (RF) has gained considerable popularity largely due to its generation efficiency and state-of-the-art performance. In this paper, we investigate the degree to which RF automatically adapts to the intrinsic…

Despite significant economic and ecological effects, a higher level of renewable energy generation leads to increased uncertainty and variability in power injections, thus compromising grid reliability. In order to improve power grid…

A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed. The velocity field of this flow is inferred from the probability current of a time-dependent density that…

Continuous normalizing flows (CNFs) and diffusion models (DMs) generate high-quality data from a noise distribution. However, their sampling process demands multiple iterations to solve an ordinary differential equation (ODE) with high…