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Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao

In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…

Probability · Mathematics 2025-06-24 Xiaobin Sun , Jian Wang , Yingchao Xie

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

Unpaired image-to-image translation involves learning mappings between source domain and target domain in the absence of aligned or corresponding samples. Score based diffusion models have demonstrated state-of-the-art performance in…

Computer Vision and Pattern Recognition · Computer Science 2025-10-07 Venkata Narendra Kotyada , Revanth Eranki , Nagesh Bhattu Sristy

Stochastic differential equations are an important modeling class in many disciplines. Consequently, there exist many methods relying on various discretization and numerical integration schemes. In this paper, we propose a novel,…

Machine Learning · Computer Science 2019-05-29 Gabriele Abbati , Philippe Wenk , Michael A Osborne , Andreas Krause , Bernhard Schölkopf , Stefan Bauer

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

Score Distillation Sampling (SDS) has been pivotal for leveraging pre-trained diffusion models in downstream tasks such as inverse problems, but it faces two major challenges: $(i)$ mode collapse and $(ii)$ latent space inversion, which…

Machine Learning · Computer Science 2024-10-15 Nicolas Zilberstein , Morteza Mardani , Santiago Segarra

Score-based generative models, which transform noise into data by learning to reverse a diffusion process, have become a cornerstone of modern generative AI. This paper contributes to establishing theoretical guarantees for the probability…

Machine Learning · Statistics 2025-02-03 Jiaqi Tang , Yuling Yan

We present a framework and algorithms to learn controlled dynamics models using neural stochastic differential equations (SDEs) -- SDEs whose drift and diffusion terms are both parametrized by neural networks. We construct the drift term to…

Machine Learning · Computer Science 2023-10-17 Franck Djeumou , Cyrus Neary , Ufuk Topcu

Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…

Artificial Intelligence · Computer Science 2024-06-21 Weitong Zhang , Chengqi Zang , Liu Li , Sarah Cechnicka , Cheng Ouyang , Bernhard Kainz

We present a unified framework for solving partial differential equations (PDEs) using video-inpainting diffusion transformer models. Unlike existing methods that devise specialized strategies for either forward or inverse problems under…

Machine Learning · Computer Science 2025-06-18 Edward Li , Zichen Wang , Jiahe Huang , Jeong Joon Park

Partial differential equations (PDEs) govern nearly every physical process in science and engineering, yet solving them at scale remains prohibitively expensive. Generative AI has transformed language, vision, and protein science, but…

Machine Learning · Computer Science 2026-04-10 Yilong Dai , Shengyu Chen , Xiaowei Jia , Runlong Yu

Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Janusz Szwabinski , Ralf Metzler

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

We introduce a compositional physics-aware FInite volume Neural Network (FINN) for learning spatiotemporal advection-diffusion processes. FINN implements a new way of combining the learning abilities of artificial neural networks with…

Machine Learning · Computer Science 2022-05-30 Matthias Karlbauer , Timothy Praditia , Sebastian Otte , Sergey Oladyshkin , Wolfgang Nowak , Martin V. Butz

With the prevalence of social networks on online platforms, social recommendation has become a vital technique for enhancing personalized recommendations. The effectiveness of social recommendations largely relies on the social homophily…

Social and Information Networks · Computer Science 2025-08-28 Chengyi Liu , Jiahao Zhang , Shijie Wang , Wenqi Fan , Qing Li

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

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,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…

Machine Learning · Computer Science 2025-10-30 Naoki Kiyohara , Edward Johns , Yingzhen Li

We analyze the score field of a diffusion generative model through a Burgers-type evolution law. For VE diffusion, the heat-evolved data density implies that the score obeys viscous Burgers in one dimension and the corresponding…

Statistical Mechanics · Physics 2026-04-10 Krisanu Sarkar