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Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that…
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…
We provide theoretical convergence guarantees for score-based generative models (SGMs) such as denoising diffusion probabilistic models (DDPMs), which constitute the backbone of large-scale real-world generative models such as DALL$\cdot$E…
Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…
Denoising diffusions are a powerful method to generate approximate samples from high-dimensional data distributions. Recent results provide polynomial bounds on their convergence rate, assuming $L^2$-accurate scores. Until now, the tightest…
Diffusion models have shown remarkable success across a wide range of generative tasks. However, they often suffer from spatially inconsistent generation, arguably due to the inherent locality of their denoising mechanisms. This can yield…
We prove a convergence theorem for U-statistics of degree two, where the data dimension $d$ is allowed to scale with sample size $n$. We find that the limiting distribution of a U-statistic undergoes a phase transition from the…
Finding a suitable density function is essential for density-based clustering algorithms such as DBSCAN and DPC. A naive density corresponding to the indicator function of a unit $d$-dimensional Euclidean ball is commonly used in these…
Channel modelling is essential to designing modern wireless communication systems. The increasing complexity of channel modelling and the cost of collecting high-quality wireless channel data have become major challenges. In this paper, we…
While diffusion models have shown great success in image generation, their noise-inverting generative process does not explicitly consider the structure of images, such as their inherent multi-scale nature. Inspired by diffusion models and…
We derive a new theoretical interpretation of the reweighted losses that are widely used for training diffusion models. Our method is based on constructing a cascade of time-dependent variational lower bounds on the data log-likelihood,…
Discrete diffusion models have achieved strong empirical performance in text and other symbolic domains, but, especially for uniform-rate models, they often require many steps to generate a single sample. Existing acceleration methods…
Diffusion models have emerged as the new state-of-the-art generative model with high quality samples, with intriguing properties such as mode coverage and high flexibility. They have also been shown to be effective inverse problem solvers,…
Hypergraphs model higher-order interactions, but realistic hypergraph generation remains difficult because incidence, hyperedge-size heterogeneity, and overlap structure are not faithfully captured by pairwise reductions. We propose \HEDGE,…
Diffusion models (DMs) have recently been introduced in image deblurring and exhibited promising performance, particularly in terms of details reconstruction. However, the diffusion model requires a large number of inference iterations to…
This paper introduces $\infty$-Diff, a generative diffusion model defined in an infinite-dimensional Hilbert space, which can model infinite resolution data. By training on randomly sampled subsets of coordinates and denoising content only…
In this work, we investigate the capability of generating images from pre-trained diffusion models at much higher resolutions than the training image sizes. In addition, the generated images should have arbitrary image aspect ratios. When…
Deep generative models are universal tools for learning data distributions on high dimensional data spaces via a mapping to lower dimensional latent spaces. We provide a study of latent space geometries and extend and build upon previous…
Missing value imputation in machine learning is the task of estimating the missing values in the dataset accurately using available information. In this task, several deep generative modeling methods have been proposed and demonstrated…
Discrete diffusion models have recently gained significant prominence in applications involving natural language and graph data. A key factor influencing their effectiveness is the efficiency of discretized samplers. Among these,…