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Denoising diffusion probabilistic models (DDPMs) have emerged as powerful generative models for complex distributions, yet their use in arbitrage-free derivative pricing remains largely unexplored. Financial asset prices are naturally…

Mathematical Finance · Quantitative Finance 2026-03-24 Nilay Tiwari

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

This paper introduces Discrete Markov Probabilistic Models (DMPMs), a novel discrete diffusion algorithm for discrete data generation. The algorithm operates in discrete bit space, where the noising process is a continuous-time Markov chain…

Machine Learning · Statistics 2025-10-09 Le-Tuyet-Nhi Pham , Dario Shariatian , Antonio Ocello , Giovanni Conforti , Alain Durmus

Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…

Machine Learning · Statistics 2025-06-12 Vahan Arsenyan , Elen Vardanyan , Arnak Dalalyan

Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…

Machine Learning · Computer Science 2026-05-29 Jiayi Fu , Yuxia Wang

Denoising diffusion probabilistic models (DDPM) are a class of generative models which have recently been shown to produce excellent samples. We show that with a few simple modifications, DDPMs can also achieve competitive log-likelihoods…

Machine Learning · Computer Science 2021-02-22 Alex Nichol , Prafulla Dhariwal

Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Computer Vision and Pattern Recognition · Computer Science 2023-12-06 Linqi Zhou , Aaron Lou , Samar Khanna , Stefano Ermon

The distortion-perception (DP) tradeoff reveals a fundamental conflict between distortion metrics (e.g., MSE and PSNR) and perceptual quality. Recent research has increasingly concentrated on evaluating denoising algorithms within the DP…

Computer Vision and Pattern Recognition · Computer Science 2025-04-04 Yuhan Wang , Suzhi Bi , Ying-Jun Angela Zhang , Xiaojun Yuan

The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…

Machine Learning · Computer Science 2023-04-27 Zihao Wang

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

Score-based diffusion models, which generate new data by learning to reverse a diffusion process that perturbs data from the target distribution into noise, have achieved remarkable success across various generative tasks. Despite their…

Machine Learning · Computer Science 2025-01-23 Gen Li , Yuling Yan

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

Denoising diffusion probabilistic models (DDPMs) (Ho et al. 2020) have shown impressive results on image and waveform generation in continuous state spaces. Here, we introduce Discrete Denoising Diffusion Probabilistic Models (D3PMs),…

Machine Learning · Computer Science 2023-02-23 Jacob Austin , Daniel D. Johnson , Jonathan Ho , Daniel Tarlow , Rianne van den Berg

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

Machine Learning · Statistics 2024-02-20 Joe Benton , Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

Score-based generative models (SGMs) have revolutionized the field of generative modeling, achieving unprecedented success in generating realistic and diverse content. Despite empirical advances, the theoretical basis for why optimizing the…

Machine Learning · Computer Science 2024-08-30 Gen Li , Yuling Yan

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville
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