Related papers: Stochastic Transport Maps in Diffusion Models and …
Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…
Numerical transport models based on the advection-dispersion equation (ADE) are built on the assumption that sub-grid cell transport is Fickian such that dispersive spreading around the average velocity is symmetric and without significant…
Although diffusion models have successfully extended to function-valued data, stochastic interpolants -- which offer a flexible way to bridge arbitrary distributions -- remain limited to finite-dimensional settings. This work bridges this…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…
Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…
In Score based Generative Modeling (SGMs), the state-of-the-art in generative modeling, stochastic reverse processes are known to perform better than their deterministic counterparts. This paper delves into the heart of this phenomenon,…
Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…
The area enclosed by the two-dimensional Brownian motion in the plane was studied by L\'evy, who found the characteristic function and probability density of this random variable. For other planar processes, in particular ergodic diffusions…
Spatial-temporal forecasting has attracted tremendous attention in a wide range of applications, and traffic flow prediction is a canonical and typical example. The complex and long-range spatial-temporal correlations of traffic flow bring…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
Continuous diffusion models are commonly acknowledged to display a deterministic probability flow, whereas discrete diffusion models do not. In this paper, we aim to establish the fundamental theory for the probability flow of discrete…
Pansharpening, a pivotal task in remote sensing for fusing high-resolution panchromatic and multispectral imagery, has garnered significant research interest. Recent advancements employing diffusion models based on stochastic differential…
Achieving safe and stylized trajectory planning in complex real-world scenarios remains a critical challenge for autonomous driving systems. This paper proposes the SDD Planner, a diffusion-based framework designed to effectively reconcile…
We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…
In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…
We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…
The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…
Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…
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…