Related papers: Diffusion Models under Alternative Noise: Simplifi…

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Diffusion models for continuous data gained widespread adoption owing to their high quality generation and control mechanisms. However, controllable diffusion on discrete data faces challenges given that continuous guidance methods do not…

Recently, Zhang et al. have proposed the Diffusion Exponential Integrator Sampler (DEIS) for fast generation of samples from Diffusion Models. It leverages the semi-linear nature of the probability flow ordinary differential equation (ODE)…

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…

Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…

Diffusion and flow matching models generate high-fidelity data by simulating paths defined by Ordinary or Stochastic Differential Equations (ODEs/SDEs), starting from a tractable prior distribution. The probability flow ODE formulation…

Denoising Diffusion Probabilistic Models (DDPMs) have achieved impressive performance on various generation tasks. By modeling the reverse process of gradually diffusing the data distribution into a Gaussian distribution, generating a…

Score-based diffusion models, which generate new data by learning to reverse a diffusion process that perturbs data from the target distribution into noise, have achieved remarkable success across various generative tasks. Despite their…

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Score-based (denoising diffusion) generative models have recently gained a lot of success in generating realistic and diverse data. These approaches define a forward diffusion process for transforming data to noise and generate data by…

Generative models have attracted considerable attention for speech separation tasks, and among these, diffusion-based methods are being explored. Despite the notable success of diffusion techniques in generation tasks, their adaptation to…

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…

In this paper, the existence and uniqueness of the distribution dependent SDEs with H\"{o}lder continuous drift driven by $\alpha$-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of…

We consider the problem of obtaining effective representations for the solutions of linear, vector-valued stochastic differential equations (SDEs) driven by non-Gaussian pure-jump L\'evy processes, and we show how such representations lead…

We propose two Euler-Maruyama (EM) type numerical schemes in order to approximate the invariant measure of a stochastic differential equation (SDE) driven by an $\alpha$-stable L\'evy process ($1<\alpha<2$): an approximation scheme with the…

This paper is concerned with stochastic systems whose state is a diffusion process governed by an Ito stochastic differential equation (SDE). In the framework of a nominal white-noise model, the SDE is driven by a standard Wiener process.…

This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…