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We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It…

Mathematical Physics · Physics 2015-12-22 Jacek Grela

Divergence functions are interesting discrepancy measures. Even though they are not true distances, we can use them to measure how separated two points are. Curiously enough, when they are applied to random variables, they lead to a notion…

Statistics Theory · Mathematics 2018-09-21 Henryk Gzyl

Computing distances on Riemannian manifolds is a challenging problem with numerous applications, from physics, through statistics, to machine learning. In this paper, we introduce the metric-constrained Eikonal solver to obtain continuous,…

Machine Learning · Computer Science 2024-04-16 Daniel Kelshaw , Luca Magri

It is well known that training a denoising score-based diffusion models requires tens of thousands of epochs and a substantial number of image data to train the model. In this paper, we propose to increase the efficiency in training…

Computer Vision and Pattern Recognition · Computer Science 2024-04-11 Andrew S. Na , William Gao , Justin W. L. Wan

Denoising diffusion models are a novel class of generative algorithms that achieve state-of-the-art performance across a range of domains, including image generation and text-to-image tasks. Building on this success, diffusion models have…

Machine Learning · Computer Science 2024-03-08 Nic Fishman , Leo Klarner , Valentin De Bortoli , Emile Mathieu , Michael Hutchinson

Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional…

Machine Learning · Statistics 2026-04-24 Saptarshi Chakraborty , Quentin Berthet , Peter L. Bartlett

Diffusion and flow models have become the dominant paradigm for generative modeling on Riemannian manifolds, with successful applications in protein backbone generation and DNA sequence design. However, these methods require tens to…

Machine Learning · Computer Science 2026-05-04 Dongyeop Woo , Marta Skreta , Seonghyun Park , Kirill Neklyudov , Sungsoo Ahn

We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals --…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Chicago Y. Park , Michael T. McCann , Cristina Garcia-Cardona , Brendt Wohlberg , Ulugbek S. Kamilov

MRI and CT are most widely used medical imaging modalities. It is often necessary to acquire multi-modality images for diagnosis and treatment such as radiotherapy planning. However, multi-modality imaging is not only costly but also…

Image and Video Processing · Electrical Eng. & Systems 2022-10-03 Qing Lyu , Ge Wang

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

We introduce diffusion geometry as a new framework for geometric and topological data analysis. Diffusion geometry uses the Bakry-Emery $\Gamma$-calculus of Markov diffusion operators to define objects from Riemannian geometry on a wide…

Metric Geometry · Mathematics 2024-07-03 Iolo Jones

Compositional data and multivariate count data with known totals are challenging to analyse due to the non-negativity and sum-to-one constraints on the sample space. It is often the case that many of the compositional components are highly…

Methodology · Statistics 2020-12-24 Janice L. Scealy , Andrew T. A. Wood

Score matching is a popular method for estimating unnormalized statistical models. However, it has been so far limited to simple, shallow models or low-dimensional data, due to the difficulty of computing the Hessian of log-density…

Machine Learning · Computer Science 2019-06-28 Yang Song , Sahaj Garg , Jiaxin Shi , Stefano Ermon

Diffusion models are powerful deep generative models, but unlike classical models, they lack an explicit low-dimensional latent space that parameterizes the data manifold. This absence makes it difficult to perform manifold-aware…

Computer Vision and Pattern Recognition · Computer Science 2026-04-03 Shinnosuke Saito , Takashi Matsubara

We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a…

Computation · Statistics 2021-03-16 Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas , Hamza Ruzayqat

Score-based methods, such as diffusion models and Bayesian inverse problems, are often interpreted as learning the data distribution in the low-noise limit ($\sigma \to 0$). In this work, we propose an alternative perspective: their success…

Machine Learning · Statistics 2026-03-17 Xiang Li , Zebang Shen , Ya-Ping Hsieh , Niao He

We give quantitative estimates for the rate of convergence of Riemannian stochastic gradient descent (RSGD) to Riemannian gradient flow and to a diffusion process, the so-called Riemannian stochastic modified flow (RSMF). Using tools from…

Machine Learning · Computer Science 2025-03-10 Benjamin Gess , Sebastian Kassing , Nimit Rana

This paper studies rescaled images, under $\exp^{-1}_{\mu}$, of the sample Fr\'{e}chet means of i.i.d. random variables $\{X_k\vert k\geq 1\}$ with Fr\'{e}chet mean $\mu$ on a Riemannian manifold. We show that, with appropriate scaling,…

Probability · Mathematics 2015-10-26 Huiling Le

Despite its generality and powerful convergence properties, Milstein's method for functionals of spatially bounded stochastic differential equations is widely regarded as difficult to implement. This has likely prevented it from being…

Numerical Analysis · Mathematics 2018-11-22 Francisco Bernal

The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…

Probability · Mathematics 2014-06-24 Paavo Salminen , Bao Quoc Ta