Related papers: Forecasting implied volatility surface with genera…

The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…

This study investigates the short-term asymptotic behavior of the implied volatility surface (IVS), with a particular focus on the at-the-money (ATM) skew and curvature, which are key determinants of the IVS shape and whose are widely…

Turbulent flows posses broadband, power-law spectra in which multiscale interactions couple high-wavenumber fluctuations to large-scale dynamics. Although diffusion-based generative models offer a principled probabilistic forecasting…

Denoising diffusion probabilistic models (DDPMs) (Ho et al. 2020) have shown impressive results on image and waveform generation in continuous state spaces. Here, we introduce Discrete Denoising Diffusion Probabilistic Models (D3PMs),…

This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

The proliferation of intermittent distributed renewable energy sources (RES) in modern power systems has fundamentally compromised the reliability and accuracy of deterministic net load forecasting. Generative models, particularly diffusion…

In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…

We propose Diffusion Model Variational Inference (DMVI), a novel method for automated approximate inference in probabilistic programming languages (PPLs). DMVI utilizes diffusion models as variational approximations to the true posterior…

Diffusion models have recently shown promise as powerful generative priors for inverse problems. However, conventional applications require solving the full reverse diffusion process and operating on noisy intermediate states, which poses…

Diffusion Probabilistic Models (DPMs) are a well-established class of diffusion models for unconditional image generation, while SGMSE+ is a well-established conditional diffusion model for speech enhancement. One of the downsides of…

Multi-step stock price prediction over a long-term horizon is crucial for forecasting its volatility, allowing financial institutions to price and hedge derivatives, and banks to quantify the risk in their trading books. Additionally, most…

Diffusion Probabilistic Models (DPMs) have been recently utilized to deal with various blind image restoration (IR) tasks, where they have demonstrated outstanding performance in terms of perceptual quality. However, the task-specific…

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Molecular conformation generation poses a significant challenge in the field of computational chemistry. Recently, Diffusion Probabilistic Models (DPMs) and Score-Based Generative Models (SGMs) are effectively used due to their capacity for…

Diffusion generative models are currently the most popular generative models. However, their underlying modeling process is quite complex, and starting directly with the seminal paper Denoising Diffusion Probability Model (DDPM) can be…

Denoising diffusion probabilistic models (DDPM) are powerful hierarchical latent variable models with remarkable sample generation quality and training stability. These properties can be attributed to parameter sharing in the generative…

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Inverse problems exist in many disciplines of science and engineering. In computer vision, for example, tasks such as inpainting, deblurring, and super resolution can be effectively modeled as inverse problems. Recently, denoising diffusion…

Denoising Diffusion Probabilistic Models (DDPM) have recently gained significant attention. DDPMs compose a Markovian process that begins in the data domain and gradually adds noise until reaching pure white noise. DDPMs generate…