Related papers: On the Contractivity of Stochastic Interpolation F…
Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…
Smoothing is omnipresent in astronomy, because almost always measurements performed at discrete positions in the sky need to be interpolated into a smooth map for subsequent analysis. Still, the statistical properties of different…
We introduce Statistical Flow Matching (SFM), a novel and mathematically rigorous flow-matching framework on the manifold of parameterized probability measures inspired by the results from information geometry. We demonstrate the…
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Using techniques from stochastic thermodynamics, we derive…
We propose a variational formulation of an inverse problem in continuous-time stochastic control, aimed at identifying control costs consistent with a given distribution over trajectories. The formulation is based on minimizing the…
There exists a Lipschitz embedding of a d-dimensional comb graph (consisting of infinitely many parallel copies of Z^{d-1} joined by a perpendicular copy) into the open set of site percolation on Z^d, whenever the parameter p is close…
This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…
This paper proposes a theoretical framework for modeling and optimizing the bounded functions based on the Fourier series approximation and Ricci flow. Specifically, the initial manifold, $\mathcal{M}_0$ is approximated using Fourier series…
In recent years, Rectified flow (RF) has gained considerable popularity largely due to its generation efficiency and state-of-the-art performance. In this paper, we investigate the degree to which RF automatically adapts to the intrinsic…
We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices,…
Diffusion and flow-matching have emerged as powerful methodologies for generative modeling, with remarkable success in capturing complex data distributions and enabling flexible guidance at inference time. Many downstream applications,…
In a series of papers (Lombardi & Schneider 2001, 2002) we studied in detail the statistical properties of an interpolation technique widely used in astronomy. In particular, we considered the average interpolated map and its covariance…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…
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…
Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of…
A stochastic flow network is a directed graph with incoming edges (inputs) and outgoing edges (outputs), tokens enter through the input edges, travel stochastically in the network, and can exit the network through the output edges. Each…
Flow matching has emerged as a simulation-free alternative to diffusion-based generative modeling, producing samples by solving an ODE whose time-dependent velocity field is learned along an interpolation between a simple source…
Normalizing flows define a probability distribution by an explicit invertible transformation $\boldsymbol{\mathbf{z}}=f(\boldsymbol{\mathbf{x}})$. In this work, we present implicit normalizing flows (ImpFlows), which generalize normalizing…