相关论文: Multi-Agent Regime-Conditioned Diffusion (MARCD) f…

Equivocal 3D lesion segmentation exhibits high inter-observer variability. Conventional deterministic models ignore this aleatoric uncertainty, producing over-confident masks that obscure clinical risks. Conversely, while generative methods…

Deep generative models are stochastic neural networks capable of learning the distribution of data so as to generate new samples. Conditional Variational Autoencoder (CVAE) is a powerful deep generative model aiming at maximizing the lower…

Masked diffusion models (MDMs) offer a promising non-autoregressive alternative for large language modeling. Standard decoding methods for MDMs, such as confidence-based sampling, select tokens independently based on individual token…

Due to the mechanism of recording, the presence of multiple transactions at each recording time becomes a common feature for high-frequency data in financial market. Using random matrix theory, this paper considers the estimation of…

This paper focuses on developing a reduction-based algebraic multigrid method that is suitable for solving general (non)symmetric linear systems and is naturally robust from pure advection to pure diffusion. Initial motivation comes from a…

In the financial services industry, forecasting the risk factor distribution conditional on the history and the current market environment is the key to market risk modeling in general and value at risk (VaR) model in particular. As one of…

We propose a Bayesian non-parametric approach for modeling the distribution of multiple returns. In particular, we use an asymmetric dynamic conditional correlation (ADCC) model to estimate the time-varying correlations of financial returns…

Generating safe and non-conservative behaviors in dense, dynamic environments remains challenging for automated vehicles due to the stochastic nature of traffic participants' behaviors and their implicit interaction with the ego vehicle.…

We propose SDAR, a Synergistic Diffusion-Autoregression paradigm that unifies the training efficiency of autoregressive models with the parallel inference capability of diffusion. Instead of costly end-to-end diffusion training, SDAR…

During large-scale evacuations, concentrated electric vehicle (EV) charging demand can overload fixed charging stations (FCSs), leading to prolonged waiting time and increased risk exposure. To address this challenge, this study proposes…

To ensure a successful bid while maximizing of profits, generation companies (GENCOs) need a self-scheduling strategy that can cope with a variety of scenarios. So distributionally robust opti-mization (DRO) is a good choice because that it…

We propose Diffusion-Informed Model Predictive Control (D-I MPC), a generic framework for uncertainty-aware prediction and decision-making in partially observable stochastic systems by integrating diffusion-based time series forecasting…

Diffusion policy sampling enables reinforcement learning (RL) to represent multimodal action distributions beyond suboptimal unimodal Gaussian policies. However, existing diffusion-based RL methods primarily focus on offline settings for…

In this paper, we implement and evaluate a conditional diffusion model for asset return prediction and portfolio construction on large-scale equity data. Our method models the full distribution of future returns conditioned on firm…

Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of light-tailed and heavy-tailed distributions. In the…

Autoregressive models (ARMs) are hindered by slow sequential inference. While masked diffusion models (MDMs) offer a parallel alternative, they suffer from critical drawbacks: high computational overhead from precluding Key-Value (KV)…

Portfolio optimization in non-stationary markets is challenging due to regime shifts, dynamic correlations, and the limited interpretability of deep reinforcement learning (DRL) policies. We propose a Segmented Allocation with…

Auto-bidding plays a crucial role in facilitating online advertising by automatically providing bids for advertisers. Reinforcement learning (RL) has gained popularity for auto-bidding. However, most current RL auto-bidding methods are…

Designing regulatory DNA elements with precise cell-type-specific activity is broadly relevant for cell engineering and gene therapy. Deep generative models can generate functional gene-regulatory elements, but existing methods struggle to…

Classical portfolio models degrade under structural breaks, whereas flexible machine-learning allocation methods often lack arbitrage consistency and interpretability. We propose Causal PDE-Control Models (CPCMs), a framework that…