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Particle flow (PFL) is an effective method for overcoming particle degeneracy, the main limitation of particle filtering. In PFL, particles are migrated towards regions of high likelihood based on the solution of a partial differential…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
In this paper, we describe a novel application of sigma-point methods to continuous-discrete filtering. In principle, the nonlinear continuous- discrete filtering problem can be solved exactly. In practice, the solution contains terms that…
Diffusion models learn to denoise data and the trained denoiser is then used to generate new samples from the data distribution. In this paper, we revisit the diffusion sampling process and identify a fundamental cause of sample quality…
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…
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…
The definition of generalized random processes in Gel'fand sense allows to extend well-known stochastic models, such as the fractional Brownian motion, and study the related fractional pde's, as well as stochastic differential equations in…
Out-of-distribution detection is crucial to the safe deployment of machine learning systems. Currently, unsupervised out-of-distribution detection is dominated by generative-based approaches that make use of estimates of the likelihood or…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…
Diffusion probabilistic models (DPMs) have exhibited excellent performance for high-fidelity image generation while suffering from inefficient sampling. Recent works accelerate the sampling procedure by proposing fast ODE solvers that…
We prove that a denoising diffusion sampler equipped with a sequential bias across the batch dimension is exactly an Euler-Maruyama integrator for overdamped Langevin dynamics. Each reverse denoising step, with its associated spring…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
Diffusion Probabilistic Models have demonstrated remarkable performance across a wide range of generative tasks. However, we have observed that these models often suffer from a Signal-to-Noise Ratio-timestep (SNR-t) bias. This bias refers…
Masked diffusion models (MDMs) generate discrete sequences by iterative denoising under an absorbing masking process. In standard masked diffusion, if a token remains masked after a reverse update, the model discards its clean-state…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…
Diffusion probabilistic models (DPMs) have been shown to generate high-quality images without the need for delicate adversarial training. However, the current sampling process in DPMs is prone to violent shaking. In this paper, we present a…