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Training a diffusion model approximates a map from a data distribution $\rho$ to the optimal score function $s_t$ for that distribution. Can we differentiate this map? If we could, then we could predict how the score, and ultimately the…

Machine Learning · Computer Science 2025-09-30 Christopher Scarvelis , Justin Solomon

With the development of Artificial Intelligence, numerous real-world tasks have been accomplished using technology integrated with deep learning. To achieve optimal performance, deep neural networks typically require large volumes of data…

Machine Learning · Computer Science 2025-05-09 Yuren Zhang , Zhongnan Pu , Lei Jing

Diffusion models play an essential role in modeling continuous-time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential…

A deterministic pathogen transmission model based on high-fidelity physics has been developed. The model combines computational fluid dynamics and computational crowd dynamics in order to be able to provide accurate tracing of viral matter…

Numerical Analysis · Mathematics 2022-10-26 Rainald Löhner , Harbir Antil , Juan Marcelo Gimenez , Sergio Idelsohn , Eugenio Oñate

Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth

Diffusion models benefit from instillation of task-specific information into the score function to steer the sample generation towards desired properties. Such information is coined as guidance. For example, in text-to-image synthesis, text…

Machine Learning · Computer Science 2024-03-05 Yuchen Wu , Minshuo Chen , Zihao Li , Mengdi Wang , Yuting Wei

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Machine Learning · Statistics 2025-05-30 Yuchen Jiao , Gen Li

The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…

Data Analysis, Statistics and Probability · Physics 2019-01-02 Yann Lanoiselée , Denis S. Grebenkov , Grzegorz Sikora , Aleksandra Grzesiek , Agnieszka Wyłomańska

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is…

Fluid Dynamics · Physics 2011-04-08 H. Abels , H. Garcke , G. Grün

We propose an unsupervised anomaly detection approach based on a physics-informed diffusion model for multivariate time series data. Over the past years, diffusion model has demonstrated its effectiveness in forecasting, imputation,…

Machine Learning · Computer Science 2025-08-18 Juhi Soni , Markus Lange-Hegermann , Stefan Windmann

Microscopy research often requires recovering particle-size distributions in three dimensions from only a few (10 - 200) profile measurements in the section. This problem is especially relevant for petrographic and mineralogical studies,…

Methodology · Statistics 2022-02-16 Ekaterina Poliakova

Diffusion Models (DMs) iteratively denoise random samples to produce high-quality data. The iterative sampling process is derived from Stochastic Differential Equations (SDEs), allowing a speed-quality trade-off chosen at inference. Another…

Machine Learning · Computer Science 2024-09-27 Mattias Cross , Anton Ragni

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…

Computation and Language · Computer Science 2026-05-28 Alexander Shabalin , Simon Elistratov , Viacheslav Meshchaninov , Ildus Sadrtdinov , Dmitry Vetrov

Accurate pedestrian trajectory prediction is crucial for ensuring safety and efficiency in autonomous driving and human-robot interaction scenarios. Earlier studies primarily utilized sufficient observational data to predict future…

Computer Vision and Pattern Recognition · Computer Science 2025-10-07 Yuhao Luo , Yuang Zhang , Kehua Chen , Xinyu Zheng , Shucheng Zhang , Sikai Chen , Yinhai Wang

We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…

Statistics Theory · Mathematics 2016-02-02 Nicolas Asin , Jan Johannes

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Probability · Mathematics 2007-08-28 A. N. Downes , K. Borovkov

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

Statistics Theory · Mathematics 2020-07-22 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…

Statistics Theory · Mathematics 2016-09-01 Marco Carone , Alexander R. Luedtke , Mark J. van der Laan

Elasto-plastic models are among the most successful ways to study the critical properties of the plastic yielding transition of amorphous solids. Typically these models are studied under a condition of constant transition rates from one…

Statistical Mechanics · Physics 2017-12-05 E. A. Jagla