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We develop theory to understand an intriguing property of diffusion models for image generation that we term critical windows. Empirically, it has been observed that there are narrow time intervals in sampling during which particular…

机器学习 · 计算机科学 2024-05-28 Marvin Li , Sitan Chen

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

机器学习 · 计算机科学 2020-12-03 Prasenjit Karmakar

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

机器学习 · 计算机科学 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

Three similar convergence notions are considered. Two of them are the long established notions of convergent dynamics and incremental stability. The other is the more recent notion of contraction analysis. All three convergence notions…

最优化与控制 · 数学 2018-11-06 Duc N. Tran , Björn S. Rüffer , Christopher M. Kellett

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

机器学习 · 统计学 2024-02-15 Hongrui Chen , Lexing Ying

A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…

动力系统 · 数学 2024-09-10 Suddhasattwa Das

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

统计计算 · 统计学 2025-04-08 Andrea Bertazzi , Giorgos Vasdekis

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…

概率论 · 数学 2007-05-23 Stephan Lawi

We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…

概率论 · 数学 2023-11-22 Jean Bérard , Brieuc Frénais

With a sequence of regressions, one may generate joint probability distributions. One starts with a joint, marginal distribution of context variables having possibly a concentration graph structure and continues with an ordered sequence of…

统计理论 · 数学 2017-02-03 Kayvan Sadeghi , Nanny Wermuth

Consider the global optimisation of a function $U$ defined on a finite set $V$ endowed with an irreducible and reversible Markov generator.By integration, we extend $U$ to the set $\mathcal{P}(V)$ of probability distributions on $V$ and we…

泛函分析 · 数学 2024-04-16 Laurent Miclo , Nhat-Thang Le

Denoising diffusions are state-of-the-art generative models exhibiting remarkable empirical performance. They work by diffusing the data distribution into a Gaussian distribution and then learning to reverse this noising process to obtain…

机器学习 · 统计学 2024-02-20 Joe Benton , Yuyang Shi , Valentin De Bortoli , George Deligiannidis , Arnaud Doucet

Recently, the task of image generation has attracted much attention. In particular, the recent empirical successes of the Markov Chain Monte Carlo (MCMC) technique of Langevin Dynamics have prompted a number of theoretical advances; despite…

机器学习 · 统计学 2020-06-24 Adam Block , Youssef Mroueh , Alexander Rakhlin , Jerret Ross

Consider a sequence of Markov processes $X^1, X^2,...$ with state space $E$, where $X^N$ has a strong drift to $D \subseteq E$, such that $\Phi(X^N)$ is slow for some appropriate $\Phi: E\to D$. Using the method of martingale problems, we…

概率论 · 数学 2026-02-19 Samuel Ayomide Adeosun , Peter Pfaffelhuber

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…

概率论 · 数学 2025-05-20 Andrea Pedicone , Fabrizio Cinque

This paper introduces Discrete Markov Probabilistic Models (DMPMs), a novel discrete diffusion algorithm for discrete data generation. The algorithm operates in discrete bit space, where the noising process is a continuous-time Markov chain…

机器学习 · 统计学 2025-10-09 Le-Tuyet-Nhi Pham , Dario Shariatian , Antonio Ocello , Giovanni Conforti , Alain Durmus

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…

计算机视觉与模式识别 · 计算机科学 2025-03-25 Tristan S. W. Stevens , Oisín Nolan , Jean-Luc Robert , Ruud J. G. van Sloun

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

统计方法学 · 统计学 2015-10-12 Nanny Wermuth

We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…

概率论 · 数学 2022-02-18 Frank Redig , Florian Völlering