相关论文: A general weak and strong error analysis of the re…

Standard diffusion models are flexible estimators of complex distributions, but they do not encode causal structures and therefore do not by themselves support causal analysis. We propose a causality-encoded diffusion framework that…

To facilitate the numerical analysis of particle methods, we derive truncation error estimates for the approximate operators in a generalized particle method. Here, a generalized particle method is defined as a meshfree numerical method…

We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It…

We set up a structural model to study credit risk for a portfolio containing several or many credit contracts. The model is based on a jump--diffusion process for the risk factors, i.e. for the company assets. We also include correlations…

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…

Randomized benchmarking provides a tool for obtaining precise quantitative estimates of the average error rate of a physical quantum channel. Here we define real randomized benchmarking, which enables a separate determination of the average…

We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…

It is a well known fact that local scale invariance plays a fundamental role in the theory of derivative pricing. Specific applications of this principle have been used quite often under the name of `change of numeraire', but in recent work…

Diffusion models represent a class of generative models that produce data by denoising a sample corrupted by white noise. Despite the success of diffusion models in computer vision, audio synthesis, and point cloud generation, so far they…

In this work, we explore the quantization of diffusion models in extreme compression regimes to reduce model size while maintaining performance. We begin by investigating classical vector quantization but find that diffusion models are…

We consider the problem of determining the weights of a quantum ensemble. That is to say, given a quantum system that is in a set of possible known states according to an unknown probability law, we give strategies to estimate the…

Diffusion models have demonstrated remarkable success in image generation, but they are computationally intensive and time-consuming to train. In this paper, we introduce a novel diffusion model that benefits from quantum computing…

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large finite state space or a countably infinite state space. The…

We describe a family of recursive methods for the synthesis of qubit permutations on quantum computers with limited qubit connectivity. Two objectives are of importance: circuit size and depth. In each case we combine a scalable heuristic…

Score-based diffusion models generate samples from an unknown target distribution using a time-reversed diffusion process. While such models represent state-of-the-art approaches in industrial applications such as artificial image…