Related papers: Diffusion Factor Models: Generating High-Dimension…
Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely…
Representation learning is a widely adopted framework for learning in data-scarce environments to obtain a feature extractor or representation from various different yet related tasks. Despite extensive research on representation learning,…
Diffusion Models have become a cornerstone of modern generative AI for their exceptional generation quality and controllability. However, their inherent \textit{multi-step iterations} and \textit{complex backbone networks} lead to…
AI-generated content has attracted lots of attention recently, but photo-realistic video synthesis is still challenging. Although many attempts using GANs and autoregressive models have been made in this area, the visual quality and length…
While diffusion models excel at generating high-quality samples, their latent variables typically lack semantic meaning and are not suitable for representation learning. Here, we propose InfoDiffusion, an algorithm that augments diffusion…
Estimating the covariance of asset returns, i.e., the risk model, is a key component of financial portfolio construction and evaluation. Most risk modeling approaches produce a factor model that decomposes the asset variability into two…
In recent years, generative diffusion models have achieved a rapid paradigm shift in deep generative models by showing groundbreaking performance across various applications. Meanwhile, structured data, encompassing tabular and time series…
Generative artificial intelligence (AI) refers to algorithms that create synthetic but realistic output. Diffusion models currently offer state of the art performance in generative AI for images. They also form a key component in more…
Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…
Diffusion models have been shown to be capable of generating high-quality images, suggesting that they could contain meaningful internal representations. Unfortunately, the feature maps that encode a diffusion model's internal information…
Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…
The present paper provides a study of high-dimensional statistical arbitrage that combines factor models with the tools from stochastic control, obtaining closed-form optimal strategies which are both interpretable and computationally…
3D asset generation plays a pivotal role in fields such as gaming and virtual reality, enabling the rapid synthesis of high-fidelity 3D objects from a single or multiple images. Building on this capability, enabling style-controllable…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
Diffusion models are state-of-the-art tools for various generative tasks. Yet training these models involves estimating high-dimensional score functions, which in principle suffers from the curse of dimensionality. It is therefore important…
This paper introduces a Factor Augmented Sparse Throughput (FAST) model that utilizes both latent factors and sparse idiosyncratic components for nonparametric regression. The FAST model bridges factor models on one end and sparse…
While diffusion-based generative models have made significant strides in visual content creation, conventional approaches face computational challenges, especially for high-resolution images, as they denoise the entire image from noisy…
Inverse design problems are common in engineering and materials science. The forward direction, i.e., computing output quantities from design parameters, typically requires running a numerical simulation, such as a FEM, as an intermediate…
With the development of audio playback devices and fast data transmission, the demand for high sound quality is rising for both entertainment and communications. In this quest for better sound quality, challenges emerge from distortions and…
Diffusion models have emerged as a leading technique for generating images due to their ability to create high-resolution and realistic images. Despite their strong performance, diffusion models still struggle in managing image collections…