Related papers: Neural Diffusion Intensity Models for Point Proces…
Latent dynamical models are commonly used to learn the distribution of a latent dynamical process that represents a sequence of noisy data samples. However, producing samples from such models with high fidelity is challenging due to the…
Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its generalization that considers the intensity function to be…
Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…
Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect…
Diffusion models do not recover semantic structure uniformly over time. Instead, samples transition from semantic ambiguity to class commitment within a narrow regime. Recent theoretical work attributes this transition to dynamical…
Diffusion models have gained attention for their ability to represent complex distributions and incorporate uncertainty, making them ideal for robust predictions in the presence of noisy or incomplete data. In this study, we develop and…
Accurate long-range forecasting of the El \Nino-Southern Oscillation (ENSO) is vital for global climate prediction and disaster risk management. Yet, limited understanding of ENSO's physical mechanisms constrains both numerical and deep…
Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative…
Diffusion models have established themselves as the de facto primary paradigm in visual generative modeling, revolutionizing the field through remarkable success across various diverse applications ranging from high-quality image synthesis…
The standard paradigm of modeling marked point processes is by parameterizing the intensity function using an attention-based (Transformer-style) architecture. Despite the flexibility of these methods, their inference is based on the…
Diffusion models (DMs) have revolutionized generative learning. They utilize a diffusion process to encode data into a simple Gaussian distribution. However, encoding a complex, potentially multimodal data distribution into a single…
Continuous-time long-term event prediction plays an important role in many application scenarios. Most existing works rely on autoregressive frameworks to predict event sequences, which suffer from error accumulation, thus compromising…
In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…
We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…
In this paper we consider point processes specified on directed linear networks, i.e. linear networks with associated directions. We adapt the so-called conditional intensity function used for specifying point processes on the time line to…
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,…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
We introduce DeepFHT, a survival-analysis framework that couples deep neural networks with first hitting time (FHT) distributions from stochastic process theory. Time to event is represented as the first passage of a latent diffusion…
The proliferation of intermittent distributed renewable energy sources (RES) in modern power systems has fundamentally compromised the reliability and accuracy of deterministic net load forecasting. Generative models, particularly diffusion…
This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…