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Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

Recently, there has been a growing interest in generative models based on diffusions driven by the empirical robustness of these methods in generating high-dimensional photorealistic images and the possibility of using the vast existing…

Machine Learning · Statistics 2025-05-13 Jairon H. N. Batista , Flávio B. Gonçalves , Yuri F. Saporito , Rodrigo S. Targino

Diffusion models are powerful generative models that simulate the reverse of diffusion processes using score functions to synthesize data from noise. The sampling process of diffusion models can be interpreted as solving the reverse…

Machine Learning · Computer Science 2022-09-30 Beomsu Kim , Jong Chul Ye

Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…

Artificial Intelligence · Computer Science 2024-06-21 Weitong Zhang , Chengqi Zang , Liu Li , Sarah Cechnicka , Cheng Ouyang , Bernhard Kainz

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

Statistical Mechanics · Physics 2024-08-15 Luke Causer , Grant M. Rotskoff , Juan P. Garrahan

Score-based models generate samples by mapping noise to data (and vice versa) via a high-dimensional diffusion process. We question whether it is necessary to run this entire process at high dimensionality and incur all the inconveniences…

Machine Learning · Computer Science 2023-02-28 Bowen Jing , Gabriele Corso , Renato Berlinghieri , Tommi Jaakkola

Score-based diffusion models have emerged as a powerful class of generative methods, achieving state-of-the-art performance across diverse domains. Despite their empirical success, the mathematical foundations of those models remain only…

Optimization and Control · Mathematics 2026-05-13 Kang Liu , Enrique Zuazua

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

Diffusion models have achieved remarkable success in generating high-resolution, realistic images across diverse natural distributions. However, their performance heavily relies on high-quality training data, making it challenging to learn…

Machine Learning · Computer Science 2025-05-22 Tianyu Chen , Yasi Zhang , Zhendong Wang , Ying Nian Wu , Oscar Leong , Mingyuan Zhou

Denoising diffusion models are a powerful type of generative models used to capture complex distributions of real-world signals. However, their applicability is limited to scenarios where training samples are readily available, which is not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-20 Ayush Tewari , Tianwei Yin , George Cazenavette , Semon Rezchikov , Joshua B. Tenenbaum , Frédo Durand , William T. Freeman , Vincent Sitzmann

This is a pedagogical review of the possible connection between the stochastic quantization in physics and the diffusion models in machine learning. For machine-learning applications, the denoising diffusion model has been established as a…

High Energy Physics - Lattice · Physics 2025-01-13 Kenji Fukushima , Syo Kamata

Generative models have attracted considerable attention for speech separation tasks, and among these, diffusion-based methods are being explored. Despite the notable success of diffusion techniques in generation tasks, their adaptation to…

Audio and Speech Processing · Electrical Eng. & Systems 2025-01-28 Jinwei Dong , Xinsheng Wang , Qirong Mao

Diffusion models have emerged as a powerful framework for generative tasks in deep learning. They decompose generative modeling into two computational primitives: deterministic neural-network evaluation and stochastic sampling. Current…

Machine Learning · Computer Science 2026-03-31 Nihal Sanjay Singh , Mazdak Mohseni-Rajaee , Shaila Niazi , Kerem Y. Camsari

Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…

Machine Learning · Computer Science 2026-05-04 Saeed Mohseni-Sehdeh , Walid Saad , Kei Sakaguchi , Tao Yu

Score-based diffusion models have become a foundational paradigm for modern generative modeling, demonstrating exceptional capability in generating samples from complex high-dimensional distributions. Despite the dominant adoption of…

Machine Learning · Computer Science 2025-03-13 Changxiao Cai , Gen Li

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

Denoising diffusion probabilistic models (DDPMs) have emerged as powerful generative models for complex distributions, yet their use in arbitrage-free derivative pricing remains largely unexplored. Financial asset prices are naturally…

Mathematical Finance · Quantitative Finance 2026-03-24 Nilay Tiwari

A potent class of generative models known as Diffusion Probabilistic Models (DPMs) has become prominent. A forward diffusion process adds gradually noise to data, while a model learns to gradually denoise. Sampling from pre-trained DPMs is…

Machine Learning · Computer Science 2023-10-27 Martin Gonzalez , Nelson Fernandez , Thuy Tran , Elies Gherbi , Hatem Hajri , Nader Masmoudi