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Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Machine Learning · Computer Science 2023-03-07 Haoran Sun , Lijun Yu , Bo Dai , Dale Schuurmans , Hanjun Dai

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…

Machine Learning · Statistics 2025-06-09 Jakiw Pidstrigach , Youssef Marzouk , Sebastian Reich , Sven Wang

Do contemporary diffusion models preserve the class geometry of hyperspherical data? Standard diffusion models rely on isotropic Gaussian noise in the forward process, inherently favoring Euclidean spaces. However, many real-world problems…

Computer Vision and Pattern Recognition · Computer Science 2025-06-13 Muskan Dosi , Chiranjeev Chiranjeev , Kartik Thakral , Mayank Vatsa , Richa Singh

Denoising diffusion models represent a recent emerging topic in computer vision, demonstrating remarkable results in the area of generative modeling. A diffusion model is a deep generative model that is based on two stages, a forward…

Computer Vision and Pattern Recognition · Computer Science 2025-01-17 Florinel-Alin Croitoru , Vlad Hondru , Radu Tudor Ionescu , Mubarak Shah

The covariance function and the variogram play very important roles in modelling and in prediction of spatial and spatio-temporal data. The assumption of second order stationarity, in space and time, is often made in the analysis of spatial…

Statistics Theory · Mathematics 2016-10-20 T. Subba Rao , Gy. Terdik

Differential equations may possess coefficients that vary on a spectrum of scales. Because coefficients are typically multiplicative in real space, they turn into convolution operators in spectral space, mixing all wavenumbers. However, in…

Numerical Analysis · Mathematics 2016-04-20 Shravan Hanasoge

This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…

Probability · Mathematics 2025-11-04 Swagatam Das

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…

Machine Learning · Computer Science 2023-11-10 Nic Fishman , Leo Klarner , Emile Mathieu , Michael Hutchinson , Valentin de Bortoli

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…

Machine Learning · Computer Science 2026-05-12 Samuel Hurault , Thomas Moreau , Gabriel Peyré

Score-based diffusion models in infinite-dimensional function spaces provide a mathematically principled framework for modelling function-valued data, offering key advantages such as resolution invariance and the ability to handle irregular…

Machine Learning · Computer Science 2026-05-06 James Rowbottom , Elizabeth L. Baker , Nick Huang , Ben Adcock , Carola-Bibiane Schönlieb , Alexander Denker

Diffusion models have gained attention for their ability to represent complex distributions and incorporate uncertainty, making them ideal for robust predictions in the presence of noisy or incomplete data. In this study, we develop and…

Machine Learning · Computer Science 2024-11-05 Yilin Zhuang , Sibo Cheng , Karthik Duraisamy

Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…

Methodology · Statistics 2025-02-04 Jongwook Kim , Chunfeng Huang , Nicholas Bussberg

Diffusion models have recently emerged as powerful learners for simulation-based inference (SBI), enabling fast and accurate estimation of latent parameters from simulated and real data. Their score-based formulation offers a flexible way…

Machine Learning · Statistics 2026-01-30 Jonas Arruda , Niels Bracher , Ullrich Köthe , Jan Hasenauer , Stefan T. Radev

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

Probability · Mathematics 2021-05-26 Xi Chen , Ilya Timofeyev

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao