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Related papers: Stochastic Interpolants in Hilbert Spaces

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We propose a conditional stochastic interpolation (CSI) method for learning conditional distributions. CSI is based on estimating probability flow equations or stochastic differential equations that transport a reference distribution to the…

Machine Learning · Statistics 2025-08-26 Ding Huang , Jian Huang , Ting Li , Guohao Shen

Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Machine Learning · Statistics 2021-12-14 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to…

Probability · Mathematics 2021-01-13 Sigurd Assing , John Herman

We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the…

Probability · Mathematics 2019-06-03 Belinda Tzen , Maxim Raginsky

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

Methodology · Statistics 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad

The purpose of this paper is to provide a both comprehensive and summarizing account on recent results about analysis and geometry on configuration spaces $\Gamma_X$ over Riemannian manifolds $X$. Particular emphasis is given to a complete…

Probability · Mathematics 2016-09-07 Michael Röckner

Recent advancements in diffusion models and diffusion bridges primarily focus on finite-dimensional spaces, yet many real-world problems necessitate operations in infinite-dimensional function spaces for more natural and interpretable…

Machine Learning · Computer Science 2025-03-03 Byoungwoo Park , Jungwon Choi , Sungbin Lim , Juho Lee

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Computation · Statistics 2016-04-26 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…

Functional Analysis · Mathematics 2021-10-26 Georgy Chargaziya , Alexei Daletskii

Many generative models originally developed in finite-dimensional Euclidean space have functional generalizations in infinite-dimensional settings. However, the extension of rectified flow to infinite-dimensional spaces remains unexplored.…

Machine Learning · Computer Science 2025-09-15 Jianxin Zhang , Clayton Scott

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

Functional Analysis · Mathematics 2018-05-15 Alexei Daletskii

Generative models based on dynamical equations such as flows and diffusions offer exceptional sample quality, but require computationally expensive numerical integration during inference. The advent of consistency models has enabled…

Machine Learning · Computer Science 2025-06-04 Nicholas M. Boffi , Michael S. Albergo , Eric Vanden-Eijnden

This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…

Optimization and Control · Mathematics 2025-04-23 Javad A. Asadzade , Nazim I. Mahmudov

We construct and analyze generative diffusions that transport a point mass to a prescribed target distribution over a finite time horizon using the stochastic interpolant framework. The drift is expressed as a conditional expectation that…

Statistics Theory · Mathematics 2026-05-21 Yifan Chen , Eric Vanden-Eijnden

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…

Optimization and Control · Mathematics 2015-06-16 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…

Probability · Mathematics 2025-03-18 Thorben Pieper-Sethmacher , Frank van der Meulen , Aad van der Vaart

We present Scalable Interpolant Transformers (SiT), a family of generative models built on the backbone of Diffusion Transformers (DiT). The interpolant framework, which allows for connecting two distributions in a more flexible way than…

Computer Vision and Pattern Recognition · Computer Science 2024-09-24 Nanye Ma , Mark Goldstein , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden , Saining Xie