相关论文: Exact simulation of diffusions

We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…

Classical paradigms for distributed learning, such as federated or decentralized gradient descent, employ consensus mechanisms to enforce homogeneity among agents. While these strategies have proven effective in i.i.d. scenarios, they can…

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

The inverse diffusion curve problem focuses on automatic creation of diffusion curve images that resemble user provided color fields. This problem is challenging since the 1D curves have a nonlinear and global impact on resulting color…

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Pre-trained diffusion models are commonly used to generate clean data (e.g., images) from random noises, effectively forming pairs of noises and corresponding clean images. Distillation on these pre-trained models can be viewed as the…

Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a…

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Recent advances in powerful pre-trained diffusion models encourage the development of methods to improve the sampling performance under well-trained diffusion models. This paper introduces Diffusion Rejection Sampling (DiffRS), which uses a…

I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…

We give a algorithm for exact sampling from the Bingham distribution $p(x)\propto \exp(x^\top A x)$ on the sphere $\mathcal S^{d-1}$ with expected runtime of $\operatorname{poly}(d, \lambda_{\max}(A)-\lambda_{\min}(A))$. The algorithm is…

We introduce Ensemble Rejection Sampling, a scheme for exact simulation from the posterior distribution of the latent states of a class of non-linear non-Gaussian state-space models. Ensemble Rejection Sampling relies on a proposal for the…

In this paper we construct numerical schemes to approximate linear transport equations with slab geometry by diffusion equations. We treat both the case of pure diffusive scaling and the case where kinetic and diffusive scalings coexist.…

We present a new method for making diffusion models faster to sample. The method distills many-step diffusion models into few-step models by matching conditional expectations of the clean data given noisy data along the sampling trajectory.…

The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…