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Diffusion Probabilistic Models (DPMs) have achieved considerable success in generation tasks. As sampling from DPMs is equivalent to solving diffusion SDE or ODE which is time-consuming, numerous fast sampling methods built upon improved…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle…
In the context of PDE-constrained optimization theory, source identification problems traditionally entail particles emerging from an unknown source distribution inside a domain, moving according to a prescribed stochastic process,…
We introduce a new mean-field ODE and corresponding interacting particle systems (IPS) for sampling from an unnormalized target density. The IPS are gradient-free, available in closed form, and only require the ability to sample from a…
This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We provide the first polynomial-time convergence guarantees for the probability flow ODE implementation (together with a corrector step) of score-based generative modeling. Our analysis is carried out in the wake of recent results obtaining…
This paper studies optical flow estimation, a critical task in motion analysis with applications in autonomous navigation, action recognition, and film production. Traditional optical flow methods require consecutive frames, which are often…
The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…
Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…
Recent learning-based methods for event-based optical flow estimation utilize cost volumes for pixel matching but suffer from redundant computations and limited scalability to higher resolutions for flow refinement. In this work, we take…
Diffusion Probabilistic Models (DPMs) are generative models showing competitive performance in various domains, including image synthesis and 3D point cloud generation. Sampling from pre-trained DPMs involves multiple neural function…
Eulerian-Lagrangian models of particle-laden (multiphase) flows describe fluid flow and particle dynamics in the Eulerian and Lagrangian frameworks respectively. Regardless of whether the flow is turbulent or laminar, the particle dynamics…
Diffusion Probabilistic Models (DPMs) have shown remarkable potential in image generation, but their sampling efficiency is hindered by the need for numerous denoising steps. Most existing solutions accelerate the sampling process by…
Inference-time scaling has emerged as a powerful technique for enhancing the reasoning performance of Large Language Models (LLMs). However, existing approaches often rely on heuristic strategies for parallel sampling, lacking a principled…
Diffusion probabilistic models (DPMs) have shown remarkable performance in high-resolution image synthesis, but their sampling efficiency is still to be desired due to the typically large number of sampling steps. Recent advancements in…
Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…
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…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…