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We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These…

Probability · Mathematics 2020-07-13 Ana Bela Cruzeiro , Jean-Claude Zambrini

Data sites selected from modeling high-dimensional problems often appear scattered in non-paternalistic ways. Except for sporadic clustering at some spots, they become relatively far apart as the dimension of the ambient space grows. These…

Numerical Analysis · Mathematics 2021-09-28 Shao-Bo Lin , Xiangyu Chang , Xingping Sun

Diffusion models have recently emerged as powerful tools for missing data imputation by modeling the joint distribution of observed and unobserved variables. However, existing methods, typically based on stochastic denoising diffusion…

Artificial Intelligence · Computer Science 2025-08-06 Youran Zhou , Mohamed Reda Bouadjenek , Sunil Aryal

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

Machine Learning · Computer Science 2023-03-09 Florence Regol , Mark Coates

Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…

Statistical Mechanics · Physics 2022-09-20 Seeralan Sarvaharman , Luca Giuggioli

We propose a new class of generative diffusion models, called functional diffusion. In contrast to previous work, functional diffusion works on samples that are represented by functions with a continuous domain. Functional diffusion can be…

Computer Vision and Pattern Recognition · Computer Science 2023-11-28 Biao Zhang , Peter Wonka

Flow-based generative models can face significant challenges when modeling scientific data with multiscale Fourier spectra, often producing large errors in fine-scale features. We address this problem within the framework of stochastic…

Machine Learning · Statistics 2025-09-04 Yifan Chen , Eric Vanden-Eijnden

Stochastic center manifolds theory are crucial in modelling the dynamical behavior of complex systems under stochastic influences. A multiplicative ergodic theorem on Hilbert space is proved to be satisfied to the exponential trichotomy…

Dynamical Systems · Mathematics 2013-10-16 Xiaopeng Chen , Anthony J. Roberts , Jinqiao Duan

In this work we develop a dynamically adaptive sparse grids (SG) method for quasi-optimal interpolation of multidimensional analytic functions defined over a product of one dimensional bounded domains. The goal of such approach is to…

Numerical Analysis · Mathematics 2015-08-06 Miroslav K. Stoyanov , Clayton G. Webster

Given an unconditional diffusion model targeting a joint model $\pi(x, y)$, using it to perform conditional simulation $\pi(x \mid y)$ is still largely an open question and is typically achieved by learning conditional drifts to the…

Machine Learning · Statistics 2025-02-21 Adrien Corenflos , Zheng Zhao , Simo Särkkä , Jens Sjölund , Thomas B. Schön

This paper makes 3 contributions. First, it generalizes the Lindeberg\textendash Feller and Lyapunov Central Limit Theorems to Hilbert Spaces by way of $L^2$. Second, it generalizes these results to spaces in which sample failure and…

Statistics Theory · Mathematics 2022-12-12 Julian Morimoto

We propose a new viewpoint on Hilbert scales extending them by means of all Hilbert spaces that are interpolation ones between spaces on the scale. We prove that this extension admits an explicit description with the help of…

Functional Analysis · Mathematics 2021-02-17 Vladimir Mikhailets , Aleksandr Murach , Tetiana Zinchenko

Diffusion models have demonstrated remarkable performance in generating unimodal data across various tasks, including image, video, and text generation. On the contrary, the joint generation of multimodal data through diffusion models is…

Machine Learning · Computer Science 2025-06-16 Kevin Rojas , Yuchen Zhu , Sichen Zhu , Felix X. -F. Ye , Molei Tao

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

Stochastic embedding transitions introduce a probabilistic mechanism for adjusting token representations dynamically during inference, mitigating the constraints imposed through static or deterministic embeddings. A transition framework was…

Computation and Language · Computer Science 2025-08-11 Stefan Whitaker , Colin Sisate , Marcel Windsor , Nikolai Fairweather , Tarquin Goldborough , Oskar Lindenfeld

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…

Machine Learning · Computer Science 2025-05-02 Gefan Yang , Elizabeth Louise Baker , Michael L. Severinsen , Christy Anna Hipsley , Stefan Sommer
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