Related papers: Forecasting implied volatility surface with genera…
Diffusion models provide expressive priors for forecasting trajectories of dynamical systems, but are typically unreliable in the sparse data regime. Physics-informed machine learning (PIML) improves reliability in such settings; however,…
In Diffusion Probabilistic Models (DPMs), the task of modeling the score evolution via a single time-dependent neural network necessitates extended training periods and may potentially impede modeling flexibility and capacity. To counteract…
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
We propose a novel approach based on Denoising Diffusion Probabilistic Models (DDPMs) to control nonlinear dynamical systems. DDPMs are the state-of-art of generative models that have achieved success in a wide variety of sampling tasks. In…
Diffusion-based generative models have recently emerged as powerful solutions for high-quality synthesis in multiple domains. Leveraging the bidirectional Markov chains, diffusion probabilistic models generate samples by inferring the…
We provide the first polynomial-time convergence guarantees for the probability flow ODE implementation (together with a corrector step) of score-based generative modeling. Our analysis is carried out in the wake of recent results obtaining…
Denoising diffusion probabilistic models (DDPM) are a class of generative models which have recently been shown to produce excellent samples. We show that with a few simple modifications, DDPMs can also achieve competitive log-likelihoods…
Consider discrete time observations (X_{\ell\delta})_{1\leq \ell \leq n+1}$ of the process $X$ satisfying $dX_t= \sqrt{V_t} dB_t$, with $V_t$ a one-dimensional positive diffusion process independent of the Brownian motion $B$. For both the…
We present a masked-guided approach for a denoising diffusion probabilistic model (DDPM) trained to generate and inpaint realistic radio galaxy images. The inpainting capability is particularly relevant for reconstructing incomplete…
We study the effect of parameter uncertainty on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, using methods from the theory of Dirichlet forms. We apply these techniques to hedging procedures in…
Denoising diffusion probabilistic models (DDPM) have shown remarkable performance in unconditional image generation. However, due to the stochasticity of the generative process in DDPM, it is challenging to generate images with the desired…
Phase unwrapping is a fundamental problem in InSAR data processing, supporting geophysical applications such as deformation monitoring and hazard assessment. Its reliability is limited by noise and decorrelation in radar acquisitions, which…
Through Diffusion Models (DMs), we have made significant advances in generating high-quality images. Our exploration of these models delves deeply into their core operational principles by systematically investigating key aspects across…
Current mainstream methods of aligning diffusion models with human preferences typically employ VLM-based reward models. However, these reward models, pre-trained for semantic alignment, struggle to capture the essential perceptual…
Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…
Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…
We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, into the forward noising process. Unlike standard score-based…
Accurate prediction of physical fields is critical in various engineering applications, including thermal management in electronic systems, airfoil shape optimization in aerospace, and flow field control in hypersonic vehicles. This study…
Reinforcement Learning (RL) has emerged as a central paradigm for advancing Large Language Models (LLMs), where pre-training and RL post-training share the same log-likelihood formulation. In contrast, recent RL approaches for diffusion…
Recent literature seek to forecast implied volatility derived from equity, index, foreign exchange, and interest rate options using latent factor and parametric frameworks. Motivated by increased public attention borne out of the…