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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.

168,695 papers · 148 categories

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48 results for Diffusion Techniques

The abstract explores connections between reinforcement learning, scaling, and diffusion.

problem Aligning reinforcement learning with human feedback and scaling techniques.
method Clarifying connections between reinforcement learning, scaling, and diffusion.
result Introducing a resampling approach for alignment and reward-directed diffusion models.

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.

We study gradient bounds and other functional inequalities for the diffusion semigroup generated by Kolmogorov type operators. The focus is on two different methods: coupling techniques and generalized ΓΓ-calculus techniques. The advantages and drawbacks of each of these methods are discussed.

2018-03-04abs ↗pdf ↗

Diffusion models generate music sequences without autoregressive loops.

problem Generating music sequences from symbolic data using diffusion models.
method Parameterize discrete symbolic data in continuous latent space, train diffusion model, generate sequences through reverse process.
result Strong unconditional generation and post-hoc conditional infilling compared to autoregressive models.

Diffusion maps are an emerging data-driven technique for non-linear dimensionality reduction, which are especially useful for the analysis of coherent structures and nonlinear embeddings of dynamical systems. However, the computational complexity of the diffusion maps algorithm scales with the number of observations. T…

2018-02-23abs ↗pdf ↗

Discrete diffusion samplers improve sampling from unnormalised densities.

problem Sampling from discrete unnormalised densities efficiently.
method Introduce off-policy training techniques and data-to-energy Schrödinger bridge training for discrete diffusion samplers.
result Improved performance on synthetic and new benchmarks.

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 ↗

A computational technique borrowed from the physical sciences is introduced to obtain accurate closed-form approximations for the transition probability of arbitrary diffusion processes. Within the path integral framework the same technique allows one to obtain remarkably good approximations of the pricing kernels of f…

2006-02-15abs ↗pdf ↗

This paper gives a brief overview on the nonparametric techniques that are useful for financial econometric problems. The problems include estimation and inferences of instantaneous returns and volatility functions of time-homogeneous and time-dependent diffusion processes, and estimation of transition densities and st…

2004-11-01abs ↗pdf ↗

SM-netFusion estimates brain network atlas by considering multiple topological measures.

problem Limited BNA estimation methods that overlook topological measures and lack discriminative power.
method Supervised multi-topology network cross-diffusion framework using degree, closeness, and eigenvector centrality measures.
result SM-netFusion produces more centered and representative templates, and improves classification accuracy.

Develops a surrogate model for predicting system responses using GDMaps and geometric harmonics.

problem Predicting responses of engineering systems and complex physical phenomena with uncertainties.
method Grassmannian diffusion maps (GDMaps) and geometric harmonics for low-dimensional representation and function extension.
result Accurate predictions of system responses in various examples, demonstrating the technique's potential for uncertainty quantification.

This paper shows diffusion models improve intrusion detection by purifying adversarial examples.

problem Adversarial examples mislead ML intrusion detection systems, leading to false alerts or evasion.
method Used diffusion models to purify adversarial examples in intrusion detection.
result Diffusion models enhance adversarial robustness in intrusion detection without significantly impacting normal performance.

Paper reviews methods for conditional sampling in generative diffusion models.

problem Extending generative diffusion models to sample from conditional distributions.
method Review of existing computational approaches to conditional sampling.
result Highlight key methodologies for constructing conditional generative samplers.

New method speeds up diffusion models without requiring complex assumptions.

problem Slow sampling in diffusion models due to high computational cost.
method Training-free acceleration scheme under minimal assumptions.
result Provable acceleration within O~(d5/4/ε)\widetilde{O}(d^{5/4}/\sqrt{\varepsilon}) iterations.

Sharp statistical theory for conditional diffusion models.

problem Lack of theoretical foundation for conditional diffusion models.
method Sharp statistical theory with approximation of conditional score function.
result Sample complexity bound that adapts to data distribution smoothness.

Neural Flow Diffusion Models improve diffusion models by learning flexible forward processes.

problem Fixed forward processes in diffusion models complicate reverse processes and increase inference costs.
method Introduces NFDM, a framework supporting flexible forward processes and a novel parameterization technique.
result Demonstrates strong performance in likelihood estimation and learning generative dynamics.

We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting problems. First, the construction of the MCMC scheme should ensure that the correlation coefficients are updated subject to the positive definite…

2007-11-10abs ↗pdf ↗

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.

This paper tackles infinite-dimensional diffusion bridge simulation using operator learning.

problem Challenges in simulating diffusion bridges for modeling natural data due to intractable drift terms and continuous data representations.
method Merges score matching techniques with operator learning to directly learn infinite-dimensional bridges.
result Demonstrates high efficacy in simulating diffusion bridges for various applications, including real-world biological data.

Tutorial on optimizing diffusion model samples for specific metrics.

problem Optimizing diffusion model samples for specific downstream metrics.
method Review and exploration of inference-time guidance and alignment methods.
result Unified perspective on inference-time algorithms and novel methods.

Diffusion models' speed-accuracy relations derived from thermodynamics.

problem Understanding the trade-off between model speed and accuracy.
method Connecting diffusion models to thermodynamics and optimal transport.
result Speed-accuracy relations derived, providing insights into optimal learning protocols.

CSDM integrates compressed sensing into diffusion models for faster data generation.

problem Efficiently generating synthetic data in high-dimensional spaces.
method Integrating compressed sensing into diffusion models (CSDM) to reduce dimensionality and accelerate inference.
result Achieves provably faster convergence and better latent space dimension selection.