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Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

We develop the first exact Bayesian methodology for the problem of inference in discretely observed regime switching diffusions. Switching diffusion models extend ordinary diffusions by allowing for jumps in instantaneous drift and…

We present a mechanism to steer the sampling diversity of denoising diffusion and flow matching models, allowing users to sample from a sharper or broader distribution than the training distribution. We build on the observation that these…

Machine Learning · Computer Science 2026-05-26 Yanbo Xu , Yu Wu , Sungjae Park , Zhizhuo Zhou , Shubham Tulsiani

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Machine Learning · Statistics 2026-05-29 Jingda Wu , Changxiao Cai

This paper explores the computational complexity of diffusion-based language modeling. We prove a dichotomy based on the quality of the score-matching network in a diffusion model. In one direction, a network that exactly computes the score…

Computational Complexity · Computer Science 2025-07-18 Yuxi Liu

Diffusion models that are based on iterative denoising have been recently proposed and leveraged in various generation tasks like image generation. Whereas, as a way inherently built for continuous data, existing diffusion models still have…

Computation and Language · Computer Science 2023-04-11 Jiaao Chen , Aston Zhang , Mu Li , Alex Smola , Diyi Yang

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

In this paper we develop a continuous-time sequential importance sampling (CIS) algorithm which eliminates time-discretisation errors and provides online unbiased estimation for continuous time Markov processes, in particular for…

Methodology · Statistics 2017-12-19 Paul Fearnhead , Krzystof Latuszynski , Gareth O. Roberts , Giorgos Sermaidis

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

Despite Flow Matching and diffusion models having emerged as powerful generative paradigms for continuous variables such as images and videos, their application to high-dimensional discrete data, such as language, is still limited. In this…

Machine Learning · Computer Science 2024-11-06 Itai Gat , Tal Remez , Neta Shaul , Felix Kreuk , Ricky T. Q. Chen , Gabriel Synnaeve , Yossi Adi , Yaron Lipman

Discrete diffusion models have recently emerged as a promising alternative to the autoregressive approach for generating discrete sequences. Sample generation via gradual denoising or demasking processes allows them to capture hierarchical…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

Computation · Statistics 2019-12-19 Samuel Power , Jacob Vorstrup Goldman

We address the challenge of training diffusion models to sample from unnormalized energy distributions in the absence of data, the so-called diffusion samplers. Although these approaches have shown promise, they struggle to scale in more…

Machine Learning · Computer Science 2025-11-07 Minkyu Kim , Kiyoung Seong , Dongyeop Woo , Sungsoo Ahn , Minsu Kim

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…

Computation · Statistics 2016-12-06 Arnak S. Dalalyan

Training neural samplers directly from unnormalized densities without access to target distribution samples presents a significant challenge. A critical desideratum in these settings is achieving comprehensive mode coverage, ensuring the…

Machine Learning · Computer Science 2025-05-27 Chenguang Wang , Xiaoyu Zhang , Kaiyuan Cui , Weichen Zhao , Yongtao Guan , Tianshu Yu

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

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

We develop continuous time Markov chain (CTMC) approximation of one-dimensional diffusions with a lower sticky boundary. Approximate solutions to the action of the Feynman-Kac operator associated with a sticky diffusion and first passage…

Probability · Mathematics 2026-01-14 Christian Meier , Lingfei Li , Gongqiu Zhang

Diffusion models are distinguished by their exceptional generative performance, particularly in producing high-quality samples through iterative denoising. While current theory suggests that the number of denoising steps required for…

Machine Learning · Computer Science 2025-04-08 Gen Li , Changxiao Cai , Yuting Wei