English
Related papers

Related papers: Divergence-Kernel method for scores of random syst…

200 papers

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Machine Learning · Statistics 2024-12-12 Christopher Williams , Andrew Campbell , Arnaud Doucet , Saifuddin Syed

Diffusion-based trajectory optimization has emerged as a powerful planning paradigm, but existing methods require either learned score networks trained on large datasets or analytical dynamics models for score computation. We introduce…

Robotics · Computer Science 2026-04-02 Shihao Li , Jiachen Li , Jiamin Xu , Dongmei Chen

It is often necessary to make sampling-based statistical inference about many probability distributions in parallel. Given a finite computational resource, this article addresses how to optimally divide sampling effort between the samplers…

Methodology · Statistics 2015-02-18 Nicholas Heard , Melissa Turcotte

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

The identification of structural differences between a music performance and the score is a challenging yet integral step of audio-to-score alignment, an important subtask of music information retrieval. We present a novel method to detect…

Sound · Computer Science 2021-02-16 Ruchit Agrawal , Daniel Wolff , Simon Dixon

We study a compositional variant of kernel ridge regression in which the predictor is applied to a coordinate-wise reweighting of the inputs. Formulated as a variational problem, this model provides a simple testbed for feature learning in…

Machine Learning · Computer Science 2025-11-05 Feng Ruan , Keli Liu , Michael Jordan

A core challenge in causal inference is how to extrapolate long term effects, of possibly continuous actions, from short term experimental data. It arises in artificial intelligence: the long term consequences of continuous actions may be…

Econometrics · Economics 2025-01-03 Rahul Singh , Hannah Zhou

We present SURE-Score: an approach for learning score-based generative models using training samples corrupted by additive Gaussian noise. When a large training set of clean samples is available, solving inverse problems via score-based…

Machine Learning · Computer Science 2025-04-23 Asad Aali , Marius Arvinte , Sidharth Kumar , Jonathan I. Tamir

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…

Machine Learning · Computer Science 2025-01-23 Gen Li , Yuling Yan

Score-based generative modeling (SGM) has grown to be a hugely successful method for learning to generate samples from complex data distributions such as that of images and audio. It is based on evolving an SDE that transforms white noise…

Machine Learning · Computer Science 2022-10-04 Holden Lee , Jianfeng Lu , Yixin Tan

Neural SDEs are continuous-time generative models for sequential data. State-of-the-art performance for irregular time series generation has been previously obtained by training these models adversarially as GANs. However, as typical for…

Machine Learning · Statistics 2023-05-26 Zacharia Issa , Blanka Horvath , Maud Lemercier , Cristopher Salvi

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

Machine Learning · Computer Science 2019-03-25 Chinmay S. Kulkarni

Score-based diffusion models generate new samples by learning the score function associated with a diffusion process. While the effectiveness of these models can be theoretically explained using differential equations related to the…

Machine Learning · Computer Science 2026-01-21 Doheon Kim

Machine learning and deep learning have been used extensively to classify physical surfaces through images and time-series contact data. However, these methods rely on human expertise and entail the time-consuming processes of data and…

Machine Learning · Computer Science 2023-08-10 Behnam Khojasteh , Friedrich Solowjow , Sebastian Trimpe , Katherine J. Kuchenbecker

We investigate theoretically coherent detection implemented simultaneously on a set of mutually orthogonal spatial modes in the image plane as a method to characterize properties of a composite thermal source below the Rayleigh limit. A…

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

We consider the problem of numerically estimating expectations of solutions to stochastic differential equations driven by Brownian motions in the commonly occurring small noise regime. We consider (i) standard Monte Carlo methods combined…

Numerical Analysis · Mathematics 2015-06-08 David F. Anderson , Desmond J. Higham , Yu Sun

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…

Computation · Statistics 2013-10-28 Wei Gao , Ping Shing Chan , Hon Keung Tony Ng , Xiaolei Lu

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

We propose score dynamics (SD), a general framework for learning accelerated evolution operators with large timesteps from molecular-dynamics simulations. SD is centered around scores, or derivatives of the transition log-probability with…

Computational Physics · Physics 2024-03-08 Tim Hsu , Babak Sadigh , Vasily Bulatov , Fei Zhou