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Related papers: Generative modelling with jump-diffusions

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We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, into the forward noising process. Unlike standard score-based…

Machine Learning · Computer Science 2025-07-28 Gihun Kim , Sun-Yong Choi , Yeoneung Kim

Diffusion models have shown promising results in speech enhancement, using a task-adapted diffusion process for the conditional generation of clean speech given a noisy mixture. However, at test time, the neural network used for score…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-17 Bunlong Lay , Jean-Marie Lemercier , Julius Richter , Timo Gerkmann

We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on…

Machine Learning · Computer Science 2020-10-13 Yang Song , Stefano Ermon

We explore unsupervised speech enhancement using diffusion models as expressive generative priors for clean speech. Existing approaches guide the reverse diffusion process using noisy speech through an approximate, noise-perturbed…

Sound · Computer Science 2025-07-04 Mostafa Sadeghi , Jean-Eudes Ayilo , Romain Serizel , Xavier Alameda-Pineda

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

The diffusion model has shown remarkable success in computer vision, but it remains unclear whether the ODE-based probability flow or the SDE-based diffusion model is more superior and under what circumstances. Comparing the two is…

Machine Learning · Computer Science 2023-11-08 Yu Cao , Jingrun Chen , Yixin Luo , Xiang Zhou

Text-to-3D, known for its efficient generation methods and expansive creative potential, has garnered significant attention in the AIGC domain. However, the pixel-wise rendering of NeRF and its ray marching light sampling constrain the…

Computer Vision and Pattern Recognition · Computer Science 2024-11-27 Xinhai Li , Huaibin Wang , Kuo-Kun Tseng

Sampling from an unknown distribution, accessible only through discrete samples, is a fundamental problem at the core of generative AI. The current state-of-the-art methods follow a two-step process: first, estimating the score function…

Machine Learning · Computer Science 2026-05-20 Samuel Hurault , Matthieu Terris , Thomas Moreau , Gabriel Peyré

This paper introduces an audio-visual speech enhancement system that leverages score-based generative models, also known as diffusion models, conditioned on visual information. In particular, we exploit audio-visual embeddings obtained from…

Audio and Speech Processing · Electrical Eng. & Systems 2023-06-05 Julius Richter , Simone Frintrop , Timo Gerkmann

We introduce Generalized Discrete Diffusion from Snapshots (GDDS), a unified framework for discrete diffusion modeling that supports arbitrary noising processes over large discrete state spaces. Our formulation encompasses all existing…

Machine Learning · Statistics 2026-03-24 Oussama Zekri , Théo Uscidda , Nicolas Boullé , Anna Korba

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…

Statistical Mechanics · Physics 2018-09-28 Christopher E. Miles , James P. Keener

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

Statistical Mechanics · Physics 2024-08-15 Luke Causer , Grant M. Rotskoff , Juan P. Garrahan

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

Diffusion-based generative models (DBGMs) perturb data to a target noise distribution and reverse this process to generate samples. The choice of noising process, or inference diffusion process, affects both likelihoods and sample quality.…

Machine Learning · Computer Science 2023-03-06 Raghav Singhal , Mark Goldstein , Rajesh Ranganath

How do diffusion generative models convert pure noise into meaningful images? In a variety of pretrained diffusion models (including conditional latent space models like Stable Diffusion), we observe that the reverse diffusion process that…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

Employing a forward diffusion chain to gradually map the data to a noise distribution, diffusion-based generative models learn how to generate the data by inferring a reverse diffusion chain. However, this approach is slow and costly…

Machine Learning · Statistics 2023-09-08 Huangjie Zheng , Pengcheng He , Weizhu Chen , Mingyuan Zhou

In this paper, we propose a diffusion probabilistic model for handwriting generation. Diffusion models are a class of generative models where samples start from Gaussian noise and are gradually denoised to produce output. Our method of…

Machine Learning · Computer Science 2020-11-16 Troy Luhman , Eric Luhman

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal