Related papers: Generative Diffusion Model for Risk-Neutral Deriva…

Diffusion has emerged as a powerful framework for generative modeling, achieving remarkable success in applications such as image and audio synthesis. Enlightened by this progress, we propose a novel diffusion-based approach for symbolic…

Inverse design refers to the problem of optimizing the input of an objective function in order to enact a target outcome. For many real-world engineering problems, the objective function takes the form of a simulator that predicts how the…

Image generative models, particularly diffusion-based models, have surged in popularity due to their remarkable ability to synthesize highly realistic images. However, since these models are data-driven, they inherit biases from the…

Generative models can be categorized into two types: explicit generative models that define explicit density forms and allow exact likelihood inference, such as score-based diffusion models (SDMs) and normalizing flows; implicit generative…

We study a discrete denoising diffusion framework that integrates a sample-efficient estimator of single-site conditionals with round-robin noising and denoising dynamics for generative modeling over discrete state spaces. Rather than…

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

Graph generative models have broad applications in biology, chemistry and social science. However, modelling and understanding the generative process of graphs is challenging due to the discrete and high-dimensional nature of graphs, as…

In this paper, we study the exponential utility indifference pricing of pure endowment policies within a stochastic-factor model for an insurer who also invests in a financial market. Our framework incorporates a hazard rate modeled as an…

Inverse problems exist in many disciplines of science and engineering. In computer vision, for example, tasks such as inpainting, deblurring, and super resolution can be effectively modeled as inverse problems. Recently, denoising diffusion…

This letter introduces a dual application of denoising diffusion probabilistic model (DDPM)-based channel estimation algorithm integrating data denoising and augmentation. Denoising addresses the severe noise in raw signals at pilot…

This paper introduces a novel speech enhancement (SE) approach based on a denoising diffusion probabilistic model (DDPM), termed Guided diffusion for speech enhancement (GDiffuSE). In contrast to conventional methods that directly map noisy…

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Diffusion probabilistic models (DPMs), widely recognized for their potential to generate high-quality samples, tend to go unnoticed in representation learning. While recent progress has highlighted their potential for capturing visual…

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Diffusion models are powerful generative models that simulate the reverse of diffusion processes using score functions to synthesize data from noise. The sampling process of diffusion models can be interpreted as solving the reverse…

The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…

Diffusion models are increasingly being utilised to create synthetic tabular and time series data for privacy-preserving augmentation. Tabular Denoising Diffusion Probabilistic Models (TabDDPM) generate high-quality synthetic data from…

Denoising diffusion bridge models (DDBMs) are a powerful variant of diffusion models for interpolating between two arbitrary paired distributions given as endpoints. Despite their promising performance in tasks like image translation, DDBMs…

Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…

Diffusion models have quickly become some of the most popular and powerful generative models for high-dimensional data. The key insight that enabled their development was the realization that access to the score -- the gradient of the…