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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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1345 · Mar 202419922001200920172026
48 results for DDPMs

This note clarifies connections between Föllmer process and DDPM sampler.

problem Understanding the relationship between Föllmer process and DDPM sampler.
method Direct discretization of the Föllmer process and DDPM sampler analysis.
result Discretized Föllmer processes provide optimal hyper-parameters for DDPM samplers.

New research shows DDPM can adapt to data's intrinsic low dimensionality efficiently.

problem Theoretical inefficiency of DDPM in high-dimensional data.
method Investigates how DDPM can exploit intrinsic low dimensionality of data.
result Proves DDPM's iteration complexity scales nearly linearly with intrinsic dimension kk.

Paper analyzes convergence of DDPM for general distributions.

problem Theoretical understanding of DDPM's convergence properties remains limited.
method Introduced a relaxed smoothness condition and proved near-optimal convergence rates.
result Established a convergence rate of \( \widetilde{O}\left(\frac{d\min\{d,L^2\}}{T^2} ight) \) in Kullback-Leibler divergence.

DDPMs can reproduce medical image context, showing interpolation between samples.

problem Understanding DDPMs' ability to learn spatial context in medical imaging.
method Used stochastic context models (SCMs) to produce training data and assess DDPMs' performance.
result DDPMs can generate contextually correct images, interpolating between samples.

DDPMs are robust to noisy score estimates and achieve optimal convergence rates in Wasserstein-2 distance.

problem Evaluating the quality of DDPMs in Wasserstein distance with noisy score estimates.
method Established finite-sample guarantees in Wasserstein-2 distance for DDPMs, considering noisy score estimates.
result Optimal convergence rates in Wasserstein-2 distance for DDPMs, matching Gaussian case.

This study shows how DDPM can be represented by the OU process.

problem Designing optimal noise schedules for DDPM.
method Formal equivalence between DDPM and OU process, heuristic designs based on Fisher Information.
result Fisher-Information-motivated schedule corresponds to cosine noise schedule.

The paper analyzes the probabilistic structure of DDPMs and bounds their sampling error.

problem Understanding and controlling errors in discrete-time DDPMs.
method Structural analysis of score functions, Schrödinger's problem, and FBSDEs.
result Explicit upper bound for total variation distance between sampling and target distributions.

Paper establishes a density formula for diffusion models, linking target density to score function.

problem Lack of theoretical foundation for optimizing DDPMs using ELBO.
method Developed a density formula for continuous-time diffusion processes, revealing the connection between target density and score function.
result The minimizer of the ELBO objective for DDPMs nearly coincides with the true objective, providing a theoretical foundation.

Sharp 2-Wasserstein bounds for DDPMs derived from Föllmer process.

problem Sampling error bounds for DDPMs in 2-Wasserstein distance.
method Lipschitz-type conditions on score function, Föllmer process, and log-concave target distributions.
result Sharp upper bounds for DDPMs in 2-Wasserstein distance, optimal in dimension and steps.

Paper adapts DDPM to low-dimensional structures in image distributions.

problem Understanding and adapting to low-dimensional structures in image distributions.
method Developed a novel set of analysis tools to characterize algorithmic dynamics.
result First theoretical demonstration that DDPM can adapt to unknown low-dimensional structures.

SpecGrad improves neural vocoder sound quality by adapting diffusion noise to log-mel spectrogram.

problem Improving neural vocoder sound quality, especially in high-frequency bands.
method Adapting the diffusion noise distribution to the conditioning log-mel spectrogram through time-varying filtering.
result SpecGrad generates higher-fidelity speech waveform than conventional DDPM-based neural vocoders.

DARL uses DDPMs to generate synthetic market crash scenarios for robust portfolio optimization.

problem Challenges in capturing complex market dynamics and aligning with diverse investor preferences.
method Synergistic integration of DDPMs and DRL for portfolio management.
result DARL outperforms traditional methods in delivering superior risk-adjusted returns and resilience against crises.

WaveFit uses fixed-point iteration to create high-quality neural vocoders.

problem Creating high-quality neural vocoders with fast inference.
method Integrates GANs' adversarial training into a DDPM-like iterative framework based on fixed-point iteration.
result WaveFit synthesizes speech with naturalness comparable to human speech, and is significantly faster than existing methods.

DLPM replaces Gaussian noise with α-stable noise in DDPM, improving data distribution coverage and robustness.

problem Handling mode collapse and class imbalance in datasets with heavy-tailed noise.
method Extending DDPM to use α-stable noise, simplifying the process with elementary proof techniques.
result DLPM yields better coverage of data distribution tails, improved robustness to unbalanced datasets, and faster computation times.

Paper proposes SPD-DDPM for SPD matrices, improving on previous discriminative models.

problem Challenges in handling large-scale SPD matrix data for discriminative models.
method Introduces a generative model using Gaussian distribution in SPD space, allowing unconditional and conditional predictions.
result Effective fitting of data distribution and accurate predictions on both conditional and unconditional data.

Traditional classifiers can generate high-quality images comparable to generative models.

problem Separation between classifiers and generators in neural networks.
method Optimizing input gradients to produce images, using mask-based stochastic reconstruction, progressive-resolution technique, and distance metric loss.
result Traditional classifiers can generate high-fidelity images of 256imes imes256 resolution on ImageNet.

The paper shows diffusion models can converge faster to a target distribution with low-dimensional structure.

problem Improving the convergence rate of diffusion models to target distributions.
method Analyzing DDIM and DDPM samplers under low-dimensional structure assumptions.
result The iteration complexities of DDIM and DDPM are no greater than k/εk/\varepsilon in total variation distance.

Diffusion models achieve high-quality samples from complex high-dimensional Gaussian mixtures without scaling with dimension.

problem Achieving accurate sampling from high-dimensional distributions using diffusion models.
method Investigates the effectiveness of diffusion models in sampling from Gaussian Mixture Models (GMMs) without scaling with dimension.
result DDPM requires at most O(1/ε)O(1/\varepsilon) iterations to attain an ε\varepsilon-accurate distribution in total variation distance, independent of dimension and number of components.

Study shows diffusion models adapt to manifold hypothesis without dimensionality issues.

problem Empirical success of diffusion models in high-dimensional data.
method Developed a new framework connecting diffusion models to Gaussian Processes theory.
result Achieves rates independent of ambient dimension in terms of score learning and sampling complexity.

This paper improves non-asymptotic bounds for denoising diffusions, focusing on the Ornstein-Uhlenbeck process.

problem Improving non-asymptotic bounds for denoising diffusions, especially for the Ornstein-Uhlenbeck process.
method Explicit non-asymptotic bounds on forward diffusion error in total variation, considering multi-modal data distributions.
result The Ornstein-Uhlenbeck process cannot be significantly improved in terms of reducing terminal time TT for multi-modal data distributions.

Paper establishes fast convergence theory for diffusion models under minimal assumptions.

problem Establish theoretical guarantees for diffusion models under minimal assumptions.
method Developed a convergence theory for denoising diffusion probabilistic models (DDPM) under minimal assumptions.
result Achieved convergence rate of O(d/T) for target distributions with finite first-order moment.

A new framework RTK accelerates diffusion inference by breaking down the process into fewer, more efficient subproblems.

problem Efficiently generating data from trained diffusion models using discretized reverse SDEs or ODEs.
method Developed a general RTK framework that decomposes the diffusion process into fewer, more balanced subproblems, using MALA and ULD for sampling.
result The RTK-MALA and RTK-ULD algorithms achieve faster convergence rates and lower error compared to existing methods.

Auto-regressive diffusion models improve capturing conditional dependence in data.

problem Vanilla diffusion models struggle to capture important, high-level relationships in real-world data.
method Developed auto-regressive diffusion models to better capture conditional dependence structures.
result AR diffusion models produce samples with a reduced gap in approximating the data conditional distribution.

New method accelerates diffusion models for broader target distributions.

problem Current diffusion models have limited acceleration for certain target distributions.
method Developed a novel accelerated stochastic DDPM sampler.
result Achieved accelerated performance for three broad distribution classes.

DSPM models control noise volatility, improving financial data analysis.

problem Financial returns exhibit volatility clustering, challenging traditional models.
method DSPM uses a tempered-stable subordinator to control noise volatility, preserving kurtosis and autocorrelation.
result DSPM models accurately capture volatility clustering and noise mechanisms.

A new sampler for FLMs improves token-level decoding controls.

problem Sampling from FLMs using standard methods collapses marginals and produces invalid sequences.
method Samples clean one-hot endpoints from FLM token marginals and uses Ornstein-Uhlenbeck bridges conditioned on these endpoints.
result The method preserves token-wise posterior-predictive marginals and improves quality-diversity tradeoff.

GCDM generates valid large 3D molecules and optimizes existing molecules.

problem Lack of geometric properties in 3D molecule generation models.
method Introduces Geometry-Complete Diffusion Model (GCDM) using equivariant GNNs.
result Significantly outperforms existing models in 3D molecule generation and optimization.

New analysis improves convergence guarantees for diffusion-based samplers in Wasserstein distance.

problem Improving convergence guarantees for diffusion-based generative models.
method Simple framework to analyze discretization, initialization, and score estimation errors.
result First Wasserstein convergence bound for the Heun sampler and improved results for Euler sampler.

Generates financial time series with stylized facts using diffusion models.

problem Generating realistic synthetic financial time series with statistical properties like fat tails, volatility clustering, and seasonality.
method Utilizes denoising diffusion probabilistic models (DDPMs) with wavelet transformation to convert and generate financial time series.
result Demonstrates that the proposed approach satisfies stylized financial time series properties.

Paper introduces a new sampling method combining Consistency Models with importance sampling.

problem Inherent errors in samples and high NFEs for high-quality samples in Boltzmann distributions.
method Combines Consistency Models with importance sampling to produce unbiased samples with minimal NFEs.
result Produces unbiased samples using only 6-25 NFEs, comparable to 100 NFEs for DDPMs.

Researchers develop a method to generate diffusion-based samples from a tilted distribution.

problem Generating samples from a distribution that has been tilted by a parameter.
method Developed a plug-in estimator and proved Wasserstein bounds and TV-accuracy under certain conditions.
result The method is minimax-optimal and can be applied in various domains like finance and climate modeling.

Generative diffusion models forecast implied vol surfaces without arbitrage issues.

problem Forecasting arbitrage-free implied volatility surfaces using historical data with path-dependent dynamics.
method Generative diffusion model (DDPM) with conditional training on market variables, including EWMAs and returns. Dynamic penalty scheme based on SNR to enforce arbitrage-free surfaces.
result Superior performance in volatility forecasting compared to existing methods.