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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…

Statistical Finance · Quantitative Finance 2026-01-13 Minshuo Chen , Renyuan Xu , Yumin Xu , Ruixun Zhang

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…

Machine Learning · Statistics 2025-12-05 Vincent Pauline , Tobias Höppe , Kirill Neklyudov , Alexander Tong , Stefan Bauer , Andrea Dittadi

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…

Machine Learning · Computer Science 2023-04-18 Sitan Chen , Sinho Chewi , Jerry Li , Yuanzhi Li , Adil Salim , Anru R. Zhang

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…

Machine Learning · Computer Science 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

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…

Machine Learning · Statistics 2024-03-07 Joe Benton , Valentin De Bortoli , Arnaud Doucet , George Deligiannidis

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…

Machine Learning · Computer Science 2026-02-04 Wenshuai Zhao , Zhiyuan Li , Yi Zhao , Mohammad Hassan Vali , Martin Trapp , Joni Pajarinen , Juho Kannala , Arno Solin

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…

Statistics Theory · Mathematics 2023-07-04 Kevin H. Huang , Xing Liu , Andrew B. Duncan , Axel Gandy

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…

Machine Learning · Computer Science 2021-10-15 Chao Zheng , Yingjie Chen , Chong Chen , Jianqiang Huang , Xian-Sheng Hua

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…

Artificial Intelligence · Computer Science 2023-08-11 Ushnish Sengupta , Chinkuo Jao , Alberto Bernacchia , Sattar Vakili , Da-shan Shiu

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…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Severi Rissanen , Markus Heinonen , Arno Solin

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,…

Machine Learning · Computer Science 2025-11-26 Jiaxin Shi , Michalis K. Titsias

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…

Machine Learning · Computer Science 2026-05-27 Yuchen Liang , Ness Shroff , Yingbin Liang

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,…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Hyungjin Chung , Dohoon Ryu , Michael T. McCann , Marc L. Klasky , Jong Chul Ye

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,…

Machine Learning · Statistics 2026-05-07 Christopher Nemeth

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…

Computer Vision and Pattern Recognition · Computer Science 2023-09-26 Zheng Chen , Yulun Zhang , Ding Liu , Bin Xia , Jinjin Gu , Linghe Kong , Xin Yuan

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…

Machine Learning · Computer Science 2024-03-04 Sam Bond-Taylor , Chris G. Willcocks

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…

Computer Vision and Pattern Recognition · Computer Science 2023-10-12 Yingqing He , Shaoshu Yang , Haoxin Chen , Xiaodong Cun , Menghan Xia , Yong Zhang , Xintao Wang , Ran He , Qifeng Chen , Ying Shan

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…

Machine Learning · Computer Science 2019-02-07 Max F. Frenzel , Bogdan Teleaga , Asahi Ushio

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…

Machine Learning · Computer Science 2023-03-14 Shuhan Zheng , Nontawat Charoenphakdee

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,…

Machine Learning · Computer Science 2025-11-03 Yuchen Liang , Yingbin Liang , Lifeng Lai , Ness Shroff