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We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of…

Machine Learning · Computer Science 2024-08-29 Yifan Chen , Mark Goldstein , Mengjian Hua , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

Machine Learning · Computer Science 2025-02-04 Anand Jerry George , Nicolas Macris

Modern generative modeling methods have demonstrated strong performance in learning complex data distributions from clean samples. In many scientific and imaging applications, however, clean samples are unavailable, and only noisy or…

Machine Learning · Computer Science 2026-05-29 Willem Diepeveen , Oscar Leong

We develop a kernel method for generative modeling within the stochastic interpolant framework, replacing neural network training with linear systems. The drift of the generative SDE is $\hat b_t(x) = \nabla\phi(x)^\top\eta_t$, where…

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Optimization and Control · Mathematics 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

We propose Riemannian Denoising Diffusion Probabilistic Models (RDDPMs) for learning distributions on submanifolds of Euclidean space that are level sets of functions, including most of the manifolds relevant to applications. Existing…

Machine Learning · Computer Science 2026-02-17 Zichen Liu , Wei Zhang , Christof Schütte , Tiejun Li

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

The length of the geodesic between two data points along a Riemannian manifold, induced by a deep generative model, yields a principled measure of similarity. Current approaches are limited to low-dimensional latent spaces, due to the…

In recent years, stochastic variance reduction algorithms have attracted considerable attention for minimizing the average of a large but finite number of loss functions. This paper proposes a novel Riemannian extension of the Euclidean…

Machine Learning · Computer Science 2019-06-03 Hiroyuki Sato , Hiroyuki Kasai , Bamdev Mishra

Capturing the intricate multiscale features of turbulent flows remains a fundamental challenge due to the limited resolution of experimental data and the computational cost of high-fidelity simulations. In many practical scenarios only…

Fluid Dynamics · Physics 2025-08-20 Martin Schiødt , Nikolaj Takata Mücke , Clara Marika Velte

A wide range of applications require learning image generation models whose latent space effectively captures the high-level factors of variation present in the data distribution. The extent to which a model represents such variations…

Computer Vision and Pattern Recognition · Computer Science 2021-11-09 Avinandan Bose , Aniket Das , Yatin Dandi , Piyush Rai

We propose a framework for learning maps between probability distributions that broadly generalizes the time dynamics of flow and diffusion models. To enable this, we generalize stochastic interpolants by replacing the scalar time variable…

Machine Learning · Computer Science 2026-02-26 Hugo Negrel , Florentin Coeurdoux , Michael S. Albergo , Eric Vanden-Eijnden

We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…

Statistics Theory · Mathematics 2025-10-28 Mara Daniels

Deep generative models learn a mapping from a low dimensional latent space to a high-dimensional data space. Under certain regularity conditions, these models parameterize nonlinear manifolds in the data space. In this paper, we investigate…

Machine Learning · Computer Science 2017-11-23 Hang Shao , Abhishek Kumar , P. Thomas Fletcher

Stochastic interpolants unify flows and diffusions, popular generative modeling frameworks. A primary hyperparameter in these methods is the interpolation schedule that determines how to bridge a standard Gaussian base measure to an…

Machine Learning · Statistics 2026-02-04 Gabriel Damsholt , Jes Frellsen , Susanne Ditlevsen

In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…

Probability · Mathematics 2025-03-27 Xicheng Zhang

This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…

Machine Learning · Computer Science 2026-04-07 Stefano Goria , Levent A. Mengütürk , Murat C. Mengütürk , Berkan Sesen

Deep generative models are tremendously successful in learning low-dimensional latent representations that well-describe the data. These representations, however, tend to much distort relationships between points, i.e. pairwise distances…

Machine Learning · Computer Science 2018-09-14 Tao Yang , Georgios Arvanitidis , Dongmei Fu , Xiaogang Li , Søren Hauberg

We consider the problem of steering a linear stochastic system between two end-point degenerate Gaussian distributions in finite time. This accounts for those situations in which some but not all of the state entries are uncertain at the…

Optimization and Control · Mathematics 2020-06-18 Valentina Ciccone , Yongxin Chen , Tryphon T. Georgiou , Michele Pavon