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arXiv research

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.

168,742 papers · 148 categories

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103206309412 · May 202619922001200920172026
48 results for Density Diffusion Theory

Optimal control theory connects diffusion models to generative modeling.

problem Sampling from unnormalized densities in statistics and computational sciences.
method Deriving a Hamilton-Jacobi-Bellman equation and applying control theory to minimize Kullback-Leibler divergence.
result Time-reversed diffusion sampler (DIS) outperforms other diffusion-based sampling methods.

Unified framework for robust, stable, and efficient density ratio estimation.

problem Density-chasm and support-chasm problems in density ratio estimation.
method Dequantified diffusion-Schrödinger bridge (D3RE) framework with DDBI and DSBI.
result Offers uniform approximation and bounded time scores in theory and empirical performance.

New sampling and diffusion models methods introduced without density function assumptions.

problem Sampling and diffusion models without regularity assumptions.
method Inspired by reverse diffusion process, novel sampling and diffusion algorithms.
result Explicit convergence rate and dimension-free particle approximation convergence result.

New method improves counterfactual distribution learning for high-dimensional outcomes.

problem Counterfactual distribution learning for high-dimensional outcomes with concentrated structure.
method Geometry-adaptive diffusion-guided smoothing estimators combining causal nuisance adjustment and local outcome geometry.
result Geometry-adaptive methods show steeper error decay in semi-synthetic experiments.

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial moments. We establish parametric conditions which guarantee existen…

2011-04-28abs ↗pdf ↗

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for probability densities of single-sided level crossing problem. The framework is applicabl…

2018-06-21abs ↗pdf ↗

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

DGFS improves sampling from complex densities by optimizing partial trajectories.

problem Sampling from intractable high-dimensional density functions.
method DGFS uses a flow function to break down the training process into short partial trajectory segments, leveraging intermediate learning signals.
result DGFS achieves more accurate estimates of the normalization constant.

The paper connects Riemannian Gaussian distributions to random matrix theory and diffusion kernels.

problem Analyzing Riemannian Gaussian distributions on symmetric spaces.
method Analytical computation of marginals using orthogonal and skew orthogonal polynomials, and diffusion kernels.
result Riemannian Gaussian distributions are random matrix types, and their probability density functions can be computed analytically.

We identify 'critical windows' in diffusion models where specific features emerge, providing a theoretical framework.

problem Understanding narrow time intervals in diffusion models where specific features emerge.
method Developed a formal framework to study these critical windows, showing provable bounds for certain data types.
result Proved that critical windows can be bounded in terms of measures of separation for data from mixtures of log-concave densities.

Transformer with denoising diffusion improves probabilistic density estimation.

problem Estimating non-Gaussian and multimodal probability distributions for regression problems.
method Training a denoising diffusion head on top of a Transformer model.
result The model provides reasonable probability density estimation for high-dimensional inputs.

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.

Diffusion models adapt to low-dimensional structures for nonparametric density estimation.

problem High-dimensional statistical inference challenges.
method Viewing diffusion models as implicit density estimators and exploiting their low-dimensional structure.
result Achieves minimax optimal rate for total variation distance with factorizable density.

RNE provides a flexible framework for diffusion models, enabling inference-time control and energy-based training.

problem Insufficient knowledge of marginal densities in diffusion models.
method Introduces Radon-Nikodym Estimator (RNE) to reveal the connection between marginal densities and transition kernels.
result RNE delivers strong results in inference-time control and energy-based diffusion training.

Develops efficient methods for approximating densities of financial models with jumps.

problem Approximating densities of affine jump diffusions with state-independent jump intensities.
method Recursive approach for deriving closed-form solutions to moments, constructing density approximations via moment matching.
result Superior computational efficiency and precision in option pricing and simulation compared to existing techniques.

SGD favors flat minima exponentially more than sharp minima in deep learning.

problem Understanding how SGD selects flat minima in deep learning.
method Developed a density diffusion theory (DDT) to analyze minima selection.
result SGD exponentially favors flat minima over sharp minima due to Hessian-dependent noise.

We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual application of the so-called diffusion canonical transformation method that combines smoo…

2009-07-16abs ↗pdf ↗

Diffusion models learn multi-modal distributions with optimal efficiency.

problem Learning high-dimensional distributions with low-dimensional multi-modal structures.
method Score-based diffusion models, focusing on subgaussian distributions within subspaces.
result Diffusion models require O~(εk2)\widetilde{O}(\varepsilon^{-k \vee 2}) samples for 1-Wasserstein ε\varepsilon error, improving over prior guarantees.

Diffusion models achieve nearly optimal distribution estimation in various spaces.

problem Theoretical limitations of diffusion modeling for distribution estimation.
method Analysis of approximation and generalization abilities of diffusion models in Besov spaces.
result Diffusion models achieve nearly minimax optimal estimation rates in total variation and Wasserstein distances.

The paper analyzes reflected diffusion models on hypercube data.

problem Challenges in modeling bounded domains with low-dimensional data.
method Employed an infinite series expansion of transition densities to bound the score function and its approximation.
result Established convergence rates for generative algorithm adapting to intrinsic dimensionality.

A new method improves density ratio estimation with fewer function evaluations.

problem Stable and accurate estimation of density ratios with high variance issues.
method Diffusion Secant Alignment for Score-Based Density Ratio Estimation (ISA-DRE)
result ISA-DRE achieves comparable or superior results with fewer function evaluations.

Derives continuum model from discrete ε\varepsilon-graphs with connectivity functional.

problem Modeling diffusion in networks with varying connectivity.
method Energy-based continuum limit derivation, neural-network reconstruction of connectivity.
result Error between discrete and continuum energies is O(ε)O(\varepsilon), valid even with fluctuations.

In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the Lévy scaling form, follow as particular cases of the theory. The theory fully takes into account the non-Markovian and non-local character of financial time series. Predi…

2000-01-10abs ↗pdf ↗

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the dat…

2012-10-19abs ↗pdf ↗

Paper proves diffusion models work on manifolds.

problem Current diffusion models assume densities are w.r.t. Lebesgue measure, limiting their applicability.
method Introduced convergence results for diffusion models on more general target distributions.
result Quantitative bounds on Wasserstein distance for target and generated distributions.

Improved generative models for rare events using nonlinear diffusion.

problem Challenges in modeling rare conditional distributions with linear diffusion models.
method Adapting data representation and forward scheme for nonlinear drift term.
result Significant improvement in capturing extreme tail events.

New method improves sampling from high-dimensional target densities.

problem Sampling from high-dimensional target densities using Monte Carlo algorithms.
method Extends Metropolis-Adjusted Langevin Diffusion algorithm with random precondition matrix modeling.
result Significantly improves performance and computational efficiency over standard MCMC methods.

In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area and the stopping time of another associated time-homogeneous diffusion. Then we …

2013-12-01abs ↗pdf ↗

Soft Truncation improves diffusion model performance by balancing loss scales across diffusion times.

problem Inverse correlation between density estimation and sample generation in diffusion models.
method Introduces Soft Truncation, a training technique that softens the truncation hyperparameter.
result Soft Truncation achieves state-of-the-art performance on various datasets.

SDG uses optimal control to improve classifier guidance in low-density regions.

problem Inefficient guidance in low-density regions of posterior distributions.
method Integrates stochastic optimal control with Stein variational inference to compute the steepest descent direction.
result SDG improves guidance in low-density regions, outperforming standard methods.

High-dimensional diffusion models suffer from distorted samples due to CFG.

problem Distortions in high-dimensional guided diffusion models.
method Analytical tools from statistical physics, dynamic mean-field theory.
result Distortions arise in high-dimensional settings due to class separability issues.

Persistently trained EBMs generate images and estimate complex densities.

problem Challenges in ML learning for energy-based models, especially non-convergence of MCMC.
method Introduce diffusion data, learn a joint EBM through persistent training with enhanced sampling.
result First simultaneous achievement of stability, post-training image generation, and superior out-of-distribution detection for image data.

Neural Lévy model improves risk and density forecasting for financial returns.

problem Financial returns exhibit heavy tails, volatility clustering, and jumps.
method Proposes a neural Lévy jump-diffusion framework that learns conditional drift, diffusion, jump intensity, and size distribution.
result Demonstrates improved calibration, sharper tail control, and risk reduction.

This paper proposes and analyzes a novel clustering algorithm that combines graph-based diffusion geometry with techniques based on density and mode estimation. The proposed method is suitable for data generated from mixtures of distributions with densities that are both multimodal and have nonlinear shapes. A crucial …

2018-10-15abs ↗pdf ↗