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We introduce a new framework based on Malliavin calculus to derive exact analytical expressions for the score function $\nabla \log p_t(x)$, i.e., the gradient of the log-density associated with the solution to stochastic differential…

Machine Learning · Computer Science 2025-11-25 Ehsan Mirafzali , Utkarsh Gupta , Patrick Wyrod , Frank Proske , Daniele Venturi , Razvan Marinescu

In generative modelling and stochastic optimal control, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most existing methods require this reward to be differentiable, using…

We study score-based diffusion modelling in infinite-dimensional separable Hilbert spaces through Malliavin calculus, extending the analysis of generative models beyond the finite-dimensional setting. The forward diffusion process is…

Probability · Mathematics 2026-03-30 Ehsan Mirafzali , Frank Proske , Daniele Venturi , Razvan Marinescu

We adopt a Gamma and Malliavin Calculi point of view in order to generalize Score-based diffusion Generative Models (SGMs) to an infinite-dimensional abstract Hilbertian setting. Particularly, we define the forward noising process using…

Probability · Mathematics 2025-10-06 Giacomo Greco

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

Machine Learning · Computer Science 2022-06-16 Jaehyeong Jo , Seul Lee , Sung Ju Hwang

We introduce a novel class of score-based diffusion processes that operate directly in the representation space of Lie groups. Leveraging the framework of Generalized Score Matching, we derive a class of Langevin dynamics that decomposes as…

Machine Learning · Computer Science 2025-10-28 Marco Bertolini , Tuan Le , Djork-Arné Clevert

Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…

Machine Learning · Statistics 2022-03-28 Tim Dockhorn , Arash Vahdat , Karsten Kreis

Score-based diffusion modeling is a generative machine learning algorithm that can be used to sample from complex distributions. They achieve this by learning a score function, i.e., the gradient of the log-probability density of the data,…

Machine Learning · Computer Science 2025-12-17 Dibyajyoti Chakraborty , Haiwen Guan , Jason Stock , Troy Arcomano , Guido Cervone , Romit Maulik

Graph structures offer a versatile framework for representing diverse patterns in nature and complex systems, applicable across domains like molecular chemistry, social networks, and transportation systems. While diffusion models have…

Machine Learning · Computer Science 2024-06-10 Adrien Carrel

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…

Machine Learning · Computer Science 2023-04-27 Zihao Wang

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling. In this work we conduct a systematic comparison and theoretical analysis of different approaches to learning conditional…

Machine Learning · Computer Science 2021-11-29 Georgios Batzolis , Jan Stanczuk , Carola-Bibiane Schönlieb , Christian Etmann

Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…

Machine Learning · Statistics 2024-06-21 Omar Chehab , Anna Korba

Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…

Machine Learning · Statistics 2025-10-29 Adam Nordenhög , Akash Sharma

The score function for the diffusion process, also known as the gradient of the log-density, is a basic concept to characterize the probability flow with important applications in the score-based diffusion generative modelling and the…

Numerical Analysis · Mathematics 2025-12-12 Yuanfei Huang , Chengyu Liu , Xiang Zhou

Score-based models have achieved remarkable results in the generative modeling of many domains. By learning the gradient of smoothed data distribution, they can iteratively generate samples from complex distribution e.g. natural images.…

Artificial Intelligence · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy
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