Related papers: A diffusion-based generative model for financial t…
Diffusion-based generative models (DGMs) have recently attracted attention in speech enhancement research (SE) as previous works showed a remarkable generalization capability. However, DGMs are also computationally intensive, as they…
Despite its practical significance, generating realistic synthetic financial time series is challenging due to statistical properties known as stylized facts, such as fat tails, volatility clustering, and seasonality patterns. Various…
Diffusion models are the mainstream approach for time series generation tasks. However, existing diffusion models for time series generation require retraining the entire framework to introduce specific conditional guidance. There also…
We propose DiffSep, a new single channel source separation method based on score-matching of a stochastic differential equation (SDE). We craft a tailored continuous time diffusion-mixing process starting from the separated sources and…
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…
Diffusion Probabilistic Models (DPMs) are powerful generative models that have achieved unparalleled success in a number of generative tasks. In this work, we aim to build inductive biases into the training and sampling of diffusion models…
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…
Diffusion-based Deep Generative Models (DDGMs) offer state-of-the-art performance in generative modeling. Their main strength comes from their unique setup in which a model (the backward diffusion process) is trained to reverse the forward…
Denoising diffusion models (DDMs) have recently attracted increasing attention by showing impressive synthesis quality. DDMs are built on a diffusion process that pushes data to the noise distribution and the models learn to denoise. In…
Score-based generative models (SGMs) have revolutionized the field of generative modeling, achieving unprecedented success in generating realistic and diverse content. Despite empirical advances, the theoretical basis for why optimizing the…
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…
Diffusion models generate data by learning to reverse a forward process, where samples are progressively perturbed with Gaussian noise according to a predefined noise schedule. From a geometric perspective, each noise schedule corresponds…
Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose…
Diffusion models provide a principled framework for generative modeling via stochastic differential equations and time-reversed dynamics. Extending spectral diffusion approaches to spherical data, however, raises nontrivial geometric and…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset…
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…
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…
Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on…
We propose a simple and novel method for generating 3D human motion from complex natural language sentences, which describe different velocity, direction and composition of all kinds of actions. Different from existing methods that use…