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The analysis of local minima in time series data and random landscapes is essential across numerous scientific disciplines, offering critical insights into system dynamics. Recently, Kundu, Majumdar, and Schehr derived the exact…
Medical image segmentation is a challenging task, made more difficult by many datasets' limited size and annotations. Denoising diffusion probabilistic models (DDPM) have recently shown promise in modelling the distribution of natural…
We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a…
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…
Continuous normalizing flows (CNFs) and diffusion models (DMs) generate high-quality data from a noise distribution. However, their sampling process demands multiple iterations to solve an ordinary differential equation (ODE) with high…
Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
This paper investigates score-based diffusion models when the underlying target distribution is concentrated on or near low-dimensional manifolds within the higher-dimensional space in which they formally reside, a common characteristic of…
Score-based diffusion methods provide a powerful strategy to solve image restoration tasks by flexibly combining a pre-trained foundational prior model with a likelihood function specified during test time. Such methods are predominantly…
Denoising diffusion probabilistic models (DDPMs) have achieved impressive performance on various image generation tasks, including image super-resolution. By learning to reverse the process of gradually diffusing the data distribution into…
In this paper, we study policy evaluation in continuous-time reinforcement learning (RL), where the state follows an unknown stochastic differential equation (SDE), but only discrete-time data are available. We first highlight that the…
The traffic matrix estimation (TME) problem has been widely researched for decades of years. Recent progresses in deep generative models offer new opportunities to tackle TME problems in a more advanced way. In this paper, we leverage the…
Diffusion probabilistic models generate samples by learning to reverse a noise-injection process that transforms data into noise. A key development is the reformulation of the reverse sampling process as a deterministic probability flow…
Flow-based generative modeling in continuous spaces exploit Tweedie's formula to express the denoiser (learned in training) as a score function (used in sampling). In contrast, this relation has been largely missing in the discrete setting…
Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…
Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…
Diffusion models have become a standard approach for generative modeling in continuous domains, yet their application to discrete data remains challenging. We investigate why Gaussian diffusion models with the DDPM solver struggle to sample…