Related papers: Generative Diffusion Model for Risk-Neutral Deriva…
The traffic matrix estimation (TME) problem has been widely researched for decades of years. Recent progresses in deep generative models offer new opportunities to tackle TME problems in a more advanced way. In this paper, we leverage the…
Diffusion-based Deep Generative Models (DDGMs) offer state-of-the-art performance in generative modeling. Their main strength comes from their unique setup in which a model (the backward diffusion process) is trained to reverse the forward…
Deep generative models are key-enabling technology to computer vision, text generation, and large language models. Denoising diffusion probabilistic models (DDPMs) have recently gained much attention due to their ability to generate diverse…
Diffusion models excel at capturing the natural design spaces of images, molecules, DNA, RNA, and protein sequences. However, rather than merely generating designs that are natural, we often aim to optimize downstream reward functions while…
In this paper we introduce a simple continuous-time asset pricing framework, based on general multi-dimensional diffusion processes, that combines semi-analytic pricing with a nonlinear specification for the market price of risk. Our…
Among likelihood-based approaches for deep generative modelling, variational autoencoders (VAEs) offer scalable amortized posterior inference and fast sampling. However, VAEs are also more and more outperformed by competing models such as…
Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…
We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…
Collected and annotated datasets, which are obtained through extensive efforts, are effective for training Deep Neural Network (DNN) models. However, these datasets are susceptible to be misused by unauthorized users, resulting in…
Many data-driven modules in smart grid rely on access to high-quality power flow data; however, real-world data are often limited due to privacy and operational constraints. This paper presents a physics-informed generative framework based…
Diffusion models have recently shown promise as powerful generative priors for inverse problems. However, conventional applications require solving the full reverse diffusion process and operating on noisy intermediate states, which poses…
Denoising diffusion probabilistic models (DDPMs) are becoming the leading paradigm for generative models. It has recently shown breakthroughs in audio synthesis, time series imputation and forecasting. In this paper, we propose…
Diffusion models have emerged as a powerful class of generative models, achieving state-of-the-art results in continuous data domains such as image and video generation. Their core mechanism involves a forward diffusion process that…
Diffusion models generate data by learning to reverse a forward process, where samples are progressively perturbed with Gaussian noise according to a predefined noise schedule. From a geometric perspective, each noise schedule corresponds…
Denoising diffusion probabilistic models (DDPMs) have achieved impressive performance on various image generation tasks, including image super-resolution. By learning to reverse the process of gradually diffusing the data distribution into…
Existing customization methods require access to multiple reference examples to align pre-trained diffusion probabilistic models (DPMs) with user-provided concepts. This paper aims to address the challenge of DPM customization when the only…
Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…
Discrete diffusion models (DDMs) are a powerful class of generative models for categorical data, but they typically require many function evaluations for a single sample, making inference expensive. Existing acceleration methods either rely…
In data-driven drug discovery, designing molecular descriptors is a very important task. Deep generative models such as variational autoencoders (VAEs) offer a potential solution by designing descriptors as probabilistic latent vectors…
Denoising Diffusion Probabilistic Models (DDPMs) have emerged as a powerful family of generative models that can yield high-fidelity samples and competitive log-likelihoods across a range of domains, including image and speech synthesis.…