Related papers: A note on connections between the F\"ollmer proces…

Discrete diffusion language models (dLLMs) provide a fast and flexible alternative to autoregressive models (ARMs) via iterative denoising with parallel updates. However, their evaluation is challenging: existing metrics conflate denoiser…

Denoising Diffusion Probabilistic Models (DDPMs) provide the foundation for the recent breakthroughs in generative modeling. Their Markovian structure makes it difficult to define DDPMs with distributions other than Gaussian or discrete. In…

In this paper, conditional denoising diffusion probabilistic models (DDPMs) are proposed to enhance the data transmission and reconstruction over wireless channels. The underlying mechanism of DDPM is to decompose the data generation…

Due to the high complexity and technical requirements of industrial production processes, surface defects will inevitably appear, which seriously affects the quality of products. Although existing lightweight detection networks are highly…

We investigate two hedging problems in exponential L\'evy models. First, we provide an explicit representation for the F\"ollmer--Schweizer decomposition of European type options under mild conditions, which implies a closed-form expression…

Denoising diffusion probabilistic models (DDPMs) represent an entirely new class of generative AI methods that have yet to be fully explored. They use Langevin dynamics, represented as stochastic differential equations, to describe a…

Diffusion Probabilistic Models stand as a critical tool in generative modelling, enabling the generation of complex data distributions. This family of generative models yields record-breaking performance in tasks such as image synthesis,…

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Analysis of galaxy--galaxy strong lensing systems is strongly dependent on any prior assumptions made about the appearance of the source. Here we present a method of imposing a data-driven prior / regularisation for source galaxies based on…

In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter $H>\frac 12$ and Poisson…

First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…

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…

We theoretically study the hallucination phenomena in two canonical diffusion samplers: the stochastic Denoising Diffusion Probabilistic Model (DDPM) and the deterministic Denoising Diffusion Implicit Model (DDIM). We analyze the reverse…

Generating samples from complex and high-dimensional distributions is ubiquitous in various scientific fields of statistical physics, Bayesian inference, scientific computing and machine learning. Very recently, Huang et al. (IEEE Trans.…

Denoising diffusion probabilistic models (DDPMs) represent a recent advance in generative modelling that has delivered state-of-the-art results across many domains of applications. Despite their success, a rigorous theoretical understanding…

In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…

Diffusion probabilistic models (DPMs) have achieved impressive success in visual generation. While, they suffer from slow inference speed due to iterative sampling. Employing fewer sampling steps is an intuitive solution, but this will also…

Denoising Diffusion Probabilistic Models (DDPMs) can generate synthetic timeseries data to help improve the performance of a classifier, but their sampling process is computationally expensive. We address this by combining implicit…

Advances in microscopy imaging enable researchers to visualize structures at the nanoscale level thereby unraveling intricate details of biological organization. However, challenges such as image noise, photobleaching of fluorophores, and…