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We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…

Machine Learning · Computer Science 2021-10-15 Qinsheng Zhang , Yongxin Chen

A generative modeling framework is proposed that combines diffusion models and manifold learning to efficiently sample data densities on manifolds. The approach utilizes Diffusion Maps to uncover possible low-dimensional underlying (latent)…

Machine Learning · Computer Science 2025-04-22 Dimitris G. Giovanis , Ellis Crabtree , Roger G. Ghanem , Ioannis G. Kevrekidis

The diffusion strategy for distributed learning from streaming data employs local stochastic gradient updates along with exchange of iterates over neighborhoods. In Part I [2] of this work we established that agents cluster around a network…

Multiagent Systems · Computer Science 2019-07-04 Stefan Vlaski , Ali H. Sayed

We present a framework for fine-tuning flow-matching generative models to enforce physical constraints and solve inverse problems in scientific systems. Starting from a model trained on low-fidelity or observational data, we apply a…

Machine Learning · Computer Science 2026-01-28 Jan Tauberschmidt , Sophie Fellenz , Sebastian J. Vollmer , Andrew B. Duncan

Closure models are widely used in simulating complex multiscale dynamical systems such as turbulence and the earth system, for which direct numerical simulation that resolves all scales is often too expensive. For those systems without a…

Machine Learning · Computer Science 2025-04-22 Xinghao Dong , Chuanqi Chen , Jin-Long Wu

This paper explores the efficacy of diffusion-based generative models as neural operators for partial differential equations (PDEs). Neural operators are neural networks that learn a mapping from the parameter space to the solution space of…

Machine Learning · Computer Science 2024-12-17 Katsiaryna Haitsiukevich , Onur Poyraz , Pekka Marttinen , Alexander Ilin

Sampling the phase space of molecular systems -- and, more generally, of complex systems effectively modeled by stochastic differential equations -- is a crucial modeling step in many fields, from protein folding to materials discovery.…

Machine Learning · Computer Science 2023-12-12 Ellis R. Crabtree , Juan M. Bello-Rivas , Andrew L. Ferguson , Ioannis G. Kevrekidis

This paper tackles the problem of generating safe exit controllers for continuous-time systems described by stochastic differential equations (SDEs). The primary aim is to develop controllers that maximize the lower bounds of the exit…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Bai Xue

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

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

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Stochastic differential equations (SDEs) have been widely used to model real world random phenomena. Existing works mainly focus on the case where the time series is modeled by a single SDE, which might be restrictive for modeling time…

Machine Learning · Computer Science 2024-01-23 Zhongchang Sun , Yousef El-Laham , Svitlana Vyetrenko

Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

Recent advances in Deep Learning and probabilistic modeling have led to strong improvements in generative models for images. On the one hand, Generative Adversarial Networks (GANs) have contributed a highly effective adversarial learning…

Computer Vision and Pattern Recognition · Computer Science 2018-08-14 Yang He , Bernt Schiele , Mario Fritz

Stochastic discriminative EM (sdEM) is an online-EM-type algorithm for discriminative training of probabilistic generative models belonging to the exponential family. In this work, we introduce and justify this algorithm as a stochastic…

Machine Learning · Computer Science 2017-04-05 Andres R. Masegosa

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

This paper explores the application of Stochastic Differential Equations (SDE) to interpret the text generation process of Large Language Models (LLMs) such as GPT-4. Text generation in LLMs is modeled as a stochastic process where each…

Machine Learning · Computer Science 2024-08-23 Yukun Zhang

Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…

Machine Learning · Computer Science 2024-02-28 Prakhar Verma , Vincent Adam , Arno Solin

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…

Machine Learning · Computer Science 2024-08-02 Han Gao , Sebastian Kaltenbach , Petros Koumoutsakos