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We provide an overview of the diffusion model as a method to generate new samples. Generative models have been recently adopted for tasks such as art generation (Stable Diffusion, Dall-E) and text generation (ChatGPT). Diffusion models in…

Machine Learning · Statistics 2025-06-13 Justin Le

Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…

Diffusion Models represent a significant advancement in generative modeling, employing a dual-phase process that first degrades domain-specific information via Gaussian noise and restores it through a trainable model. This framework enables…

Neural and Evolutionary Computing · Computer Science 2024-11-21 Benedikt Hartl , Yanbo Zhang , Hananel Hazan , Michael Levin

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Machine Learning · Computer Science 2023-05-19 Javier E Santos , Zachary R. Fox , Nicholas Lubbers , Yen Ting Lin

We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…

Pricing of Securities · Quantitative Finance 2014-12-03 Giuseppe Campolieti , Roman N. Makarov

Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…

Machine Learning · Computer Science 2023-08-21 Francisco Vargas , Will Grathwohl , Arnaud Doucet

This paper introduces an approach to endow generative diffusion processes the ability to satisfy and certify compliance with constraints and physical principles. The proposed method recast the traditional sampling process of generative…

Machine Learning · Computer Science 2024-11-05 Jacob K Christopher , Stephen Baek , Ferdinando Fioretto

Let $(X_t)_{t\geq 0}$ be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the $Q$-process associated to $(X_t)_{t\geq 0}$. This is…

Probability · Mathematics 2016-03-01 Alexandru Hening

Diffusion models typically generate data through a fixed denoising trajectory that is shared across all samples. However, generation targets can differ in complexity, suggesting that a single pre-defined diffusion process may not be optimal…

Computer Vision and Pattern Recognition · Computer Science 2026-03-10 Yucheng Xing , Xiaodong Liu , Xin Wang

Diffusion models generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…

Machine Learning · Computer Science 2026-02-10 Constant Bourdrez , Alexandre Vérine , Olivier Cappé

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

The recent wave of large-scale text-to-image diffusion models has dramatically increased our text-based image generation abilities. These models can generate realistic images for a staggering variety of prompts and exhibit impressive…

Machine Learning · Computer Science 2023-09-14 Alexander C. Li , Mihir Prabhudesai , Shivam Duggal , Ellis Brown , Deepak Pathak

Generative diffusion models synthesize new samples by reversing a diffusive process that converts a given data set to generic noise. This is accomplished by training a neural network to match the gradient of the log of the probability…

Machine Learning · Computer Science 2023-10-11 Akhil Premkumar

While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…

Statistics Theory · Mathematics 2026-03-26 Asbjørn Holk , Claudia Strauch , Lukas Trottner

Diffusion models generate samples by estimating the score function of the target distribution at various noise levels. The model is trained using samples drawn from the target distribution by progressively adding noise. Previous sample…

Machine Learning · Computer Science 2025-10-28 Syamantak Kumar , Dheeraj Nagaraj , Purnamrita Sarkar

Diffusion-based generative models learn to iteratively transfer unstructured noise to a complex target distribution as opposed to Generative Adversarial Networks (GANs) or the decoder of Variational Autoencoders (VAEs) which produce samples…

Machine Learning · Computer Science 2022-10-26 Sarthak Mittal , Guillaume Lajoie , Stefan Bauer , Arash Mehrjou

This paper investigates how diffusion generative models leverage (unknown) low-dimensional structure to accelerate sampling. Focusing on two mainstream samplers -- the denoising diffusion implicit model (DDIM) and the denoising diffusion…

Machine Learning · Statistics 2025-06-18 Jiadong Liang , Zhihan Huang , Yuxin Chen

Diffusion models are the mainstream approach for time series generation tasks. However, existing diffusion models for time series generation require retraining the entire framework to introduce specific conditional guidance. There also…

Machine Learning · Computer Science 2025-09-25 Mingchun Sun , Rongqiang Zhao , Hengrui Hu , Songyu Ding , Jie Liu

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

Machine Learning · Computer Science 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM…

Probability · Mathematics 2007-11-14 Shui Feng , Feng-Yu Wang