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We introduce a score-based generative sampling method for solving the nonlinear filtering problem with robust accuracy. A major drawback of existing nonlinear filtering methods, e.g., particle filters, is the low stability. To overcome this…

Optimization and Control · Mathematics 2023-06-16 Feng Bao , Zezhong Zhang , Guannan Zhang

We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…

Machine Learning · Statistics 2024-08-14 Feng Bao , Zezhong Zhang , Guannan Zhang

The Ensemble Score Filter (EnSF) has emerged as a promising approach to leverage score-based diffusion models for solving high-dimensional and nonlinear data assimilation problems. While initial applications of EnSF to the Lorenz-96 model…

Numerical Analysis · Mathematics 2025-10-24 Zezhong Zhang , Feng Bao , Guannan Zhang

Diffusion models have achieved remarkable success in text-to-image synthesis, largely attributed to the use of classifier-free guidance (CFG), which enables high-quality, condition-aligned image generation. CFG combines the conditional…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Mingi Kwon , Shin seong Kim , Jaeseok Jeong. Yi Ting Hsiao , Youngjung Uh

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

Feature selection is a preprocessing step which plays a crucial role in the domain of machine learning and data mining. Feature selection methods have been shown to be effctive in removing redundant and irrelevant features, improving the…

Machine Learning · Computer Science 2021-06-01 Xiongshi Deng , Min Li , Lei Wang , Qikang Wan

We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by…

Machine Learning · Statistics 2015-09-23 Shaan Qamar , Rajarshi Guhaniyogi , David B. Dunson

Score-based diffusion models (SDMs) have emerged as a powerful tool for sampling from the posterior distribution in Bayesian inverse problems. However, existing methods often require multiple evaluations of the forward mapping to generate a…

Machine Learning · Statistics 2026-05-07 Fabian Schneider , Duc-Lam Duong , Matti Lassas , Maarten V. de Hoop , Tapio Helin

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

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

Robotics · Computer Science 2026-01-13 Ziyu Wan , Lin Zhao

Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities. It depends on availability of (approximate) Stein score functions for various levels of…

Statistics Theory · Mathematics 2026-01-01 M. J. Wainwright

This paper introduces a novel framework for image quality transfer based on conditional flow matching (CFM). Unlike conventional generative models that rely on iterative sampling or adversarial objectives, CFM learns a continuous flow…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Huu Tien Nguyen , Ahmed Karam Eldaly

Image fusion aims to integrate complementary information from multiple input images acquired through various sources to synthesize a new fused image. Existing methods usually employ distinct constraint designs tailored to specific scenes,…

Computer Vision and Pattern Recognition · Computer Science 2024-11-05 Bing Cao , Xingxin Xu , Pengfei Zhu , Qilong Wang , Qinghua Hu

Along with the flourish of the information age, massive amounts of data are generated day by day. Due to the large-scale and high-dimensional characteristics of these data, it is often difficult to achieve better decision-making in…

Machine Learning · Computer Science 2023-04-04 Peican Zhu , Xin Hou , Keke Tang , Zhen Wang , Feiping Nie

A multivariate score-driven filter is developed to extract signals from noisy vector processes. By assuming that the conditional location vector from a multivariate Student's t distribution changes over time, we construct a robust filter…

Econometrics · Economics 2022-08-31 Enzo D'Innocenzo , Alessandra Luati , Mario Mazzocchi

The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous…

Computation · Statistics 2019-08-29 Anthony Lee , Sumeetpal S. Singh , Matti Vihola

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

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…

Machine Learning · Computer Science 2023-02-28 Bowen Jing , Gabriele Corso , Renato Berlinghieri , Tommi Jaakkola

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…

Computation · Statistics 2020-11-23 Santeri Karppinen , Matti Vihola

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

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