Related papers: A diffusion-based generative model for financial t…

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…

Fractional Brownian motion (fBm) features both randomness and strong scale-free correlations, challenging generative models to reproduce the intrinsic memory characterizing the underlying stochastic process. Here we examine a zoo of…

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…

We study the numerical evaluation of several functions appearing in the small time expansion of the distribution of the time-integral of the geometric Brownian motion as well as its joint distribution with the terminal value of the…

Score-based models generate samples by mapping noise to data (and vice versa) via a high-dimensional diffusion process. We question whether it is necessary to run this entire process at high dimensionality and incur all the inconveniences…

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

Denoising diffusion models have proven to be a flexible and effective paradigm for generative modelling. Their recent extension to infinite dimensional Euclidean spaces has allowed for the modelling of stochastic processes. However, many…

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Simulating limit order books (LOBs) has important applications across forecasting and backtesting for financial market data. However, deep generative models struggle in this context due to the high noise and complexity of the data. Previous…

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion…

Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models,…

Diffusion-based generative models are a design framework that allows generating new images from processes analogous to those found in non-equilibrium thermodynamics. These models model the reversal of a physical diffusion process in which…

Score-based generative models have demonstrated significant practical success in data-generating tasks. The models establish a diffusion process that perturbs the ground truth data to Gaussian noise and then learn the reverse process to…

Diffusion generative models transform noise into data by inverting a process that progressively adds noise to data samples. Inspired by concepts from the renormalization group in physics, which analyzes systems across different scales, we…

We consider a limit order book, where buyers and sellers register to trade a security at specific prices. The largest price buyers on the book are willing to offer is called the market bid price, and the smallest price sellers on the book…

Score-based diffusion models have recently emerged as state-of-the-art generative models for a variety of data modalities. Nonetheless, it remains unclear how to adapt these models to generate long multivariate time series. Viewing a time…

Generative diffusion models have emerged as a powerful class of models in machine learning, yet a unified theoretical understanding of their operation is still developing. This paper provides an integrated perspective on generative…

Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a…

Recent work has explored a range of model families for human motion generation, including Variational Autoencoders (VAEs), Generative Adversarial Networks (GANs), and diffusion-based models. Despite their differences, many methods rely on…

Analytical diffusion models offer a mathematically transparent path to generative modeling by formulating the denoising score as an empirical-Bayes posterior mean. However, this interpretability comes at a prohibitive cost: the standard…