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We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of…

Machine Learning · Computer Science 2024-08-29 Yifan Chen , Mark Goldstein , Mengjian Hua , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

This paper investigates the theoretical behavior of generative models under finite training populations. Within the stochastic interpolation generative framework, we derive closed-form expressions for the optimal velocity field and score…

Machine Learning · Computer Science 2025-09-29 Yunchen Li , Shaohui Lin , Zhou Yu

Stable Diffusion (SD) has evolved DDPM (Denoising Diffusion Probabilistic Model) based image generation significantly by denoising in latent space instead of feature space. This popularized DDPM-based image generation as the cost and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-15 Md Abu Obaida Zishan , Jannatun Noor , Annajiat Alim Rasel

We propose a framework for learning maps between probability distributions that broadly generalizes the time dynamics of flow and diffusion models. To enable this, we generalize stochastic interpolants by replacing the scalar time variable…

Machine Learning · Computer Science 2026-02-26 Hugo Negrel , Florentin Coeurdoux , Michael S. Albergo , Eric Vanden-Eijnden

Transport-based methods have emerged as a leading paradigm for building generative models from large, clean datasets. However, in many scientific and engineering domains, clean data are often unavailable: instead, we only observe…

Machine Learning · Computer Science 2026-05-14 Chirag Modi , Jiequn Han , Eric Vanden-Eijnden , Joan Bruna

A wide range of applications require learning image generation models whose latent space effectively captures the high-level factors of variation present in the data distribution. The extent to which a model represents such variations…

Computer Vision and Pattern Recognition · Computer Science 2021-11-09 Avinandan Bose , Aniket Das , Yatin Dandi , Piyush Rai

In this paper we present an approach for training deep generative models solely based on solving determined systems of linear equations. A network that uses this approach, called a StarNet, has the following desirable properties: 1)…

Machine Learning · Computer Science 2021-01-08 Amir Zadeh , Santiago Benoit , Louis-Philippe Morency

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

We derive the divergence-kernel formula for the linear response of random dynamical systems. Specifically, the pathwise expression is for the parameter-derivative of the marginal or stationary density, not an averaged observable. Our…

Dynamical Systems · Mathematics 2025-12-30 Angxiu Ni

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Diffusion models have emerged as a powerful framework for generative tasks in deep learning. They decompose generative modeling into two computational primitives: deterministic neural-network evaluation and stochastic sampling. Current…

Machine Learning · Computer Science 2026-03-31 Nihal Sanjay Singh , Mazdak Mohseni-Rajaee , Shaila Niazi , Kerem Y. Camsari

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Machine Learning · Computer Science 2020-06-11 Siavash A. Bigdeli , Geng Lin , Tiziano Portenier , L. Andrea Dunbar , Matthias Zwicker

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…

Machine Learning · Computer Science 2025-10-10 Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

Optimization and Control · Mathematics 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…

Machine Learning · Computer Science 2023-10-24 Yanfang Liu , Minglei Yang , Zezhong Zhang , Feng Bao , Yanzhao Cao , Guannan Zhang

Learning with kernels is an important concept in machine learning. Standard approaches for kernel methods often use predefined kernels that require careful selection of hyperparameters. To mitigate this burden, we propose in this paper a…

Machine Learning · Computer Science 2020-06-26 Yufan Zhou , Changyou Chen , Jinhui Xu

Although diffusion models have successfully extended to function-valued data, stochastic interpolants -- which offer a flexible way to bridge arbitrary distributions -- remain limited to finite-dimensional settings. This work bridges this…

Machine Learning · Statistics 2026-02-03 James Boran Yu , RuiKang OuYang , Julien Horwood , José Miguel Hernández-Lobato

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

This paper proposes a novel deep generative model, called BSDE-Gen, which combines the flexibility of backward stochastic differential equations (BSDEs) with the power of deep neural networks for generating high-dimensional complex target…

Machine Learning · Computer Science 2023-04-11 Xingcheng Xu

We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…

Machine Learning · Computer Science 2024-08-02 Han Gao , Sebastian Kaltenbach , Petros Koumoutsakos
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