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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.

168,657 papers · 148 categories

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2985968941,192 · Jun 202019922001200920172026
48 results for Discrete Data Denoising

Continuous time framework for discrete data denoising models.

problem Efficient training and sampling for discrete data denoising models.
method Formulated as Continuous Time Markov Chains (CTMCs), efficient training using continuous time ELBO, high-dimensional CTMC simulation, novel theoretical error bound.
result Continuous time treatment enables novel theoretical error bound between generated and true data distributions.

VADD enhances discrete diffusion models by capturing inter-dimensional correlations, improving sample quality.

problem Limited modeling of inter-dimensional dependencies in MDMs degrades performance with few denoising steps.
method Introduces an auxiliary recognition model for latent variable modeling, enabling stable training via variational lower bounds maximization and amortized inference.
result VADD consistently outperforms MDM baselines in sample quality with few denoising steps.

DDPD separates generation into planning and denoising for improved efficiency.

problem Efficiently denoise corrupted data during generation.
method Separates generation into a planner and denoiser, selecting denoising positions based on corruption severity.
result DDPD outperforms traditional methods on language and image generation benchmarks.

Unified discrete diffusion for categorical data simplifies training and sampling.

problem Training and sampling in discrete diffusion models for categorical data.
method Mathematical simplifications and elegant unification of discrete-time and continuous-time discrete diffusion.
result Unified Simplified Discrete Denoising Diffusion (USD3) outperforms SOTA baselines.

A new diffusion model uses efficient conditional estimators for discrete data.

problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.

A discrete diffusion model learns denoising, scoring, and bridging in different coordinates.

problem Understanding what a discrete diffusion model learns in different coordinate systems.
method Rigorous derivation of continuous-time Markov chain ELBO, Oracle Distance theorem, and exact coordinates for optimizer.
result The negative ELBO is exactly equal to the data entropy plus the path KL from the oracle reverse process to the learned one.

We investigate the "compass rose" (Crack, T.F. and Ledoit, O. (1996), Journal of Finance, 51(2), pg. 751-762) patterns revealed in phase portraits (delay plots) of stock returns. The structures observed in these diagrams have been attributed mainly to price clustering and discreteness. Using wavelet based denoising, we…

2004-07-18abs ↗pdf ↗

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.

CANDI solves the gap between continuous and discrete diffusion models for text generation.

problem Underperformance of continuous diffusion models in discrete data domains.
method Introduces token identifiability and a hybrid framework (CANDI) to decouple discrete and continuous corruption.
result CANDI successfully avoids temporal dissonance, enabling continuous diffusion benefits for discrete spaces.

We analyze the Laplacian pyramids algorithm of Rabin and Coifman for extending and denoising a function sampled on a discrete set of points. We provide mild conditions under which the algorithm converges, and prove stability bounds on the extended function. We also consider the iterative application of truncated Laplac…

2019-09-17abs ↗pdf ↗

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.

A method to estimate high order derivatives of data distributions from samples.

problem Estimating high order derivatives of data distributions efficiently and accurately.
method Generalizing denoising score matching via Tweedie's formula to estimate higher order derivatives.
result Models trained with the proposed method can approximate second order derivatives more efficiently and accurately than via automatic differentiation.

We study the theoretical properties of image denoising via total variation penalized least-squares. We define the total vatiation in terms of the two-dimensional total discrete derivative of the image and show that it gives rise to denoised images that are piecewise constant on rectangular sets. We prove that, if the t…

2019-11-17abs ↗pdf ↗

We propose a new framework for manifold denoising based on processing in the graph Fourier frequency domain, derived from the spectral decomposition of the discrete graph Laplacian. Our approach uses the Spectral Graph Wavelet transform in order to per- form non-iterative denoising directly in the graph frequency domai…

2016-11-29abs ↗pdf ↗

CADD improves generative quality by augmenting discrete diffusion with continuous latent space.

problem Loss of semantic information between denoising steps in discrete diffusion models.
method Introduces a framework that augments discrete state space with a continuous latent space, allowing for graded, informative masked tokens.
result CADD improves generative quality across text generation, image synthesis, and code modeling.

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.

Plug-and-play L-GM-AMP improves CS recovery for any i.i.d. source prior.

problem Efficiently recovering signals from compressed measurements with unknown priors.
method Deep learning with Gaussian-mixture model to approximate source prior, combined with learned denoising.
result L-GM-AMP achieves state-of-the-art performance without prior knowledge of source distribution.

Paper compares optimal denoising methods for generative models, finding different results based on data regularity.

problem Optimizing denoising in score-based generative models for various data types.
method Comparison of full-denoising and half-denoising approaches, analyzing performance in terms of distribution distances.
result Different denoising methods perform better under different data regularity conditions.

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a certain convex optimization problem. Adaptive convolution-type estimators were dem…

2018-03-29abs ↗pdf ↗

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.

New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.

problem Numerical stability issues in diffusion sampling despite small forward-marginal error.
method Constructing a smooth score field with arbitrarily small forward-marginal L2L^2 error, showing nonexplosive behavior and moments of every order.
result Euler--Maruyama discretizations can converge in probability even when moments diverge, demonstrating failure of weak convergence.

LADD models improve discrete diffusion for faster language generation.

problem Practical discrete diffusion models ignore cross-token dependencies, degrading performance.
method Introduces a learnable auxiliary latent channel, diffusing over the joint (token, latent) space.
result LADD models yield improvements on unconditional generation metrics.

Masking diffusion outperforms other discrete diffusion models by incorporating jump times into the model.

problem Improving the performance of discrete diffusion models.
method Conditioning on the jump schedule of discrete Markov processes.
result Schedule-conditioned discrete diffusion (SCUD) models outperform classical and masking diffusion models.

We extend the blindspot model for self-supervised denoising to handle Poisson-Gaussian noise and introduce an improved training scheme that avoids hyperparameters and adapts the denoiser to the test data. Self-supervised models for denoising learn to denoise from only noisy data and do not require corresponding clean i…

2020-02-21abs ↗pdf ↗

Physics-informed denoising improves sensor data accuracy without needing clean data.

problem Noise in real-life sensor data affects system performance and reliability.
method Physics-informed denoising model that uses algebraic relationships between sensor measurements governed by physical laws.
result Achieved state-of-the-art performance in various real-world applications.

Problems in machine learning (ML) can involve noisy input data, and ML classification methods have reached limiting accuracies when based on standard ML data sets consisting of feature vectors and their classes. Greater accuracy will require incorporation of prior structural information on data into learning. We study …

2012-12-19abs ↗pdf ↗

Paper analyzes self-supervised image denoising with denatured data.

problem Understanding the performance of self-supervised image denoising with denatured data.
method Theoretical analysis and numerical experiments on a denoising algorithm.
result Theoretical analysis shows the algorithm finds desired solutions to the optimization problem.

The success of generative modeling in continuous domains has led to a surge of interest in generating discrete data such as molecules, source code, and graphs. However, construction histories for these discrete objects are typically not unique and so generative models must reason about intractably large spaces in order…

2019-07-18abs ↗pdf ↗