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We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…

Statistical Mechanics · Physics 2016-04-20 Sourabh Lahiri , A. M. Jayannavar

This work explores the theoretical and practical foundations of denoising diffusion probabilistic models (DDPMs) and score-based generative models, which leverage stochastic processes and Brownian motion to model complex data distributions.…

Machine Learning · Computer Science 2024-12-30 Jathin Korrapati , Tanish Baranwal , Rahul Shah

Many biological processes display oscillatory behavior based on an approximately 24 hour internal timing system specific to each individual. One process of particular interest is gene expression, for which several circadian transcriptomic…

Applications · Statistics 2024-12-23 Michael Gorczyca , Tavish McDonald , Justice Sefas

We derive a general change of variables formula for score functions, showing that for a smooth, invertible transformation $\mathbf{y} = \phi(\mathbf{x})$, the transformed score function $\nabla_{\mathbf{y}} \log q(\mathbf{y})$ can be…

Machine Learning · Computer Science 2025-02-25 Stephen Robbins

Diffusion models can generate a variety of high-quality images by modeling complex data distributions. Trained diffusion models can also be very effective image priors for solving inverse problems. Most of the existing diffusion-based…

Image and Video Processing · Electrical Eng. & Systems 2025-09-01 Nebiyou Yismaw , Ulugbek S. Kamilov , M. Salman Asif

Diffusion or score-based models recently showed high performance in image generation. They rely on a forward and a backward stochastic differential equations (SDE). The sampling of a data distribution is achieved by numerically solving the…

Machine Learning · Computer Science 2025-06-04 Emile Pierret , Bruno Galerne

Diffusion models have emerged as a powerful framework in generative modeling, typically relying on optimizing neural networks to estimate the score function via forward SDE simulations. In this work, we propose an alternative method that is…

Numerical Analysis · Mathematics 2025-06-17 Yuehaw Khoo , Mathias Oster , Yifan Peng

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

Diffusion models now set the benchmark in high-fidelity generative sampling, yet they can, in principle, be prone to memorization. In this case, their learned score overfits the finite dataset so that the reverse-time SDE samples are mostly…

Machine Learning · Computer Science 2025-05-30 Franck Gabriel , François Ged , Maria Han Veiga , Emmanuel Schertzer

Diffusion probabilistic models (DPMs) have emerged as a promising technique in generative modeling. The success of DPMs relies on two ingredients: time reversal of diffusion processes and score matching. In view of possibly unguaranteed…

Machine Learning · Computer Science 2024-10-15 Wenpin Tang , Hanyang Zhao

While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…

Statistics Theory · Mathematics 2026-03-26 Asbjørn Holk , Claudia Strauch , Lukas Trottner

In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…

Machine Learning · Computer Science 2019-05-29 Michał Dereziński , Michael W. Mahoney

Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…

Machine Learning · Computer Science 2025-04-15 Zikun Zhang , Zixiang Chen , Quanquan Gu

In the quasi-stationary states of the Hamiltonian Mean-Field model, we numerically compute correlation functions of momenta and diffusion of angles with homogeneous initial conditions. This is an example, in a N-body Hamiltonian system, of…

Statistical Mechanics · Physics 2007-05-23 Yoshiyuki Yamaguchi , Freddy Bouchet , Thierry Dauxois

Hamiltonian learning (HL), enabling precise estimation of system parameters and underlying dynamics, plays a critical role in characterizing quantum systems. However, conventional HL methods face challenges in noise robustness and resource…

Quantum Physics · Physics 2025-11-07 Jie Liu , Xin Wang

For autonomous systems it is well known how to extract tunneling probabilities from wavepacket calculations. Here we present a corresponding approach for periodically time-dependent Hamiltonians, valid at all frequencies, field strengths,…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Frank Grossmann

We propose to solve inverse problems involving the temporal evolution of physics systems by leveraging recent advances from diffusion models. Our method moves the system's current state backward in time step by step by combining an…

Machine Learning · Computer Science 2023-12-06 Benjamin J. Holzschuh , Simona Vegetti , Nils Thuerey

Reconstructing the Hamiltonian of a quantum system is an essential task for characterizing and certifying quantum processors and simulators. Existing techniques either rely on projective measurements of the system before and after coherent…

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Recent advances in diffusion models bring state-of-the-art performance on image generation tasks. However, empirical results from previous research in diffusion models imply an inverse correlation between density estimation and sample…

Machine Learning · Computer Science 2022-06-14 Dongjun Kim , Seungjae Shin , Kyungwoo Song , Wanmo Kang , Il-Chul Moon
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