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Scattering transforms are a new type of summary statistics recently developed for the study of highly non-Gaussian processes, which have been shown to be very promising for astrophysical studies. In particular, they allow one to build…

Instrumentation and Methods for Astrophysics · Physics 2024-11-22 Louise Mousset , Erwan Allys , Matthew A. Price , Jonathan Aumont , Jean-Marc Delouis , Ludovic Montier , Jason D. McEwen

Diffusion models generate high-dimensional data such as images by learning a process that gradually removes noise from corrupted data. Recent studies have shown that the backward dynamics of diffusion models exhibit two characteristic…

Statistical Mechanics · Physics 2026-04-14 Tomoei Takahashi , Takashi Takahashi , Yoshiyuki Kabashima

While diffusion models have shown great success in image generation, their noise-inverting generative process does not explicitly consider the structure of images, such as their inherent multi-scale nature. Inspired by diffusion models and…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Severi Rissanen , Markus Heinonen , Arno Solin

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

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…

Machine Learning · Computer Science 2025-11-18 Sepehr Maleki , Negar Pourmoazemi

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

We introduce a model-agnostic forward diffusion process for time-series forecasting that decomposes signals into spectral components, preserving structured temporal patterns such as seasonality more effectively than standard diffusion.…

Machine Learning · Statistics 2026-02-17 Francisco Caldas , Sahil Kumar , Cláudia Soares

Denoising diffusion models are a powerful type of generative models used to capture complex distributions of real-world signals. However, their applicability is limited to scenarios where training samples are readily available, which is not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-20 Ayush Tewari , Tianwei Yin , George Cazenavette , Semon Rezchikov , Joshua B. Tenenbaum , Frédo Durand , William T. Freeman , Vincent Sitzmann

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Advances in nanotechnology have allowed scientists to study biological processes on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent…

Applications · Statistics 2008-07-25 S. C. Kou

Gaussian random fields with Mat\'ern covariance functions are popular models in spatial statistics and machine learning. In this work, we develop a spatio-temporal extension of the Gaussian Mat\'ern fields formulated as solutions to a…

Methodology · Statistics 2023-04-06 Finn Lindgren , Haakon Bakka , David Bolin , Elias Krainski , Håvard Rue

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…

Machine Learning · Statistics 2025-10-06 Hyungjin Chung , Jeongsol Kim , Michael T. Mccann , Marc L. Klasky , Jong Chul Ye

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

Physicists routinely need probabilistic models for a number of tasks such as parameter inference or the generation of new realizations of a field. Establishing such models for highly non-Gaussian fields is a challenge, especially when the…

Data Analysis, Statistics and Probability · Physics 2024-10-07 Sihao Cheng , Rudy Morel , Erwan Allys , Brice Ménard , Stéphane Mallat

Diffusion-based methods represented as stochastic differential equations on a continuous-time domain have recently proven successful as a non-adversarial generative model. Training such models relies on denoising score matching, which can…

Machine Learning · Computer Science 2024-11-05 Sarthak Mittal , Korbinian Abstreiter , Stefan Bauer , Bernhard Schölkopf , Arash Mehrjou

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Mathematical Finance · Quantitative Finance 2025-10-21 Rohan Shenoy , Peter Kempthorne

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang
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