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Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

Probability · Mathematics 2014-03-06 Enrico Bibbona , Susanne Ditlevsen

Machine learning models are gaining increasing popularity in the domain of fluid dynamics for their potential to accelerate the production of high-fidelity computational fluid dynamics data. However, many recently proposed machine learning…

Machine Learning · Computer Science 2023-03-01 Dule Shu , Zijie Li , Amir Barati Farimani

Diffusion models have emerged from various theoretical and methodological perspectives, each offering unique insights into their underlying principles. In this work, we provide an overview of the most prominent approaches, drawing attention…

Machine Learning · Computer Science 2024-09-04 Solveig Klepper

Diffusion models have quickly risen in popularity for their ability to model complex distributions and perform effective posterior sampling. Unfortunately, the iterative nature of these generative models makes them computationally expensive…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Tristan S. W. Stevens , Oisín Nolan , Jean-Luc Robert , Ruud J. G. van Sloun

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Machine Learning · Computer Science 2025-06-24 Mengjian Hua , Eric Vanden-Eijnden , Ricky T. Q. Chen

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…

Machine Learning · Computer Science 2025-03-04 Xingzhuo Guo , Yu Zhang , Baixu Chen , Haoran Xu , Jianmin Wang , Mingsheng Long

The diffusion and flow of amorphous materials, such as glasses and granular materials, has resisted a simple microscopic description, analogous to defect theories for crystals. Early models were based on either gas-like inelastic collisions…

Statistical Mechanics · Physics 2007-05-23 Martin Z. Bazant

Diffusion Models represent a significant advancement in generative modeling, employing a dual-phase process that first degrades domain-specific information via Gaussian noise and restores it through a trainable model. This framework enables…

Neural and Evolutionary Computing · Computer Science 2024-11-21 Benedikt Hartl , Yanbo Zhang , Hananel Hazan , Michael Levin

We consider parametric estimation and tests for multi-dimensional diffusion processes with a small dispersion parameter $\varepsilon$ from discrete observations. For parametric estimation of diffusion processes, the main target is to…

Statistics Theory · Mathematics 2022-01-20 Tetsuya Kawai , Masayuki Uchida

Modelling the transmission dynamics of an infectious disease is a complex task. Not only it is difficult to accurately model the inherent non-stationarity and heterogeneity of transmission, but it is nearly impossible to describe,…

Computation · Statistics 2023-07-19 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang

We consider a lognormal diffusion process having a multisigmoidal logistic mean, useful to model the evolution of a population which reaches the maximum level of the growth after many stages. Referring to the problem of statistical…

This tutorial provides an in-depth guide on inference-time guidance and alignment methods for optimizing downstream reward functions in diffusion models. While diffusion models are renowned for their generative modeling capabilities,…

Artificial Intelligence · Computer Science 2025-01-22 Masatoshi Uehara , Yulai Zhao , Chenyu Wang , Xiner Li , Aviv Regev , Sergey Levine , Tommaso Biancalani

We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…

Computation · Statistics 2021-09-27 Andrew Golightly , Chris Sherlock

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

Multidimensional continuous-time Markov jump processes $(Z(t))$ on $\mathbb{Z}^p$ form a usual set-up for modeling $SIR$-like epidemics. However, when facing incomplete epidemic data, inference based on $(Z(t))$ is not easy to be achieved.…

Methodology · Statistics 2014-01-03 Romain Guy , Catherine Larédo , Elisabeta Vergu

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…