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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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3887751,1631,550 · Jun 202019922001200920172026
48 results for Stochastic Schrödinger Diffusion Models

Paper introduces a new generative learning model using Schrödinger bridge diffusion in latent space.

problem Learning distributions from divergent data distributions.
method Pre-training with large-scale models, Schrödinger bridge diffusion model in latent space.
result Effective control of second-order Wasserstein distance between generated and target distributions.

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.

CMCD sampler connects transport and variational inference for efficient sampling.

problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.

We give a new lower bound for the first gap λ2λ1λ_2 - λ_1 of the Dirichlet eigenvalues of the Schr{ö}dinger operator on a bounded convex domain ΩΩ in Rn^n or Sn^n and greatly sharpens the previous estimates. The new bound is explicit and computable.

2004-04-22abs ↗pdf ↗

Suppose that G=(V,E)G=(V, E) is a finite graph with the vertex set VV and the edge set EE. Let ΔΔ be the usual graph Laplacian. Consider the following nonlinear Schro¨\ddot{o}dinger type equation of the form {Δuαu=f(x,u),uW1,2(V), \left \{ \begin{array}{lcr} -Δu-αu=f(x,u),\\ u\in W^{1,2}(V),\\ \end{array} \right. on graph GG, where $f(x…

2019-03-13abs ↗pdf ↗

Study shows observability for Schrödinger equations on product manifolds with specific conditions.

problem Observability of Schrödinger equations on product manifolds with product metrics.
method Proof of observability in finite time on open subsets satisfying Vertical Geometric Control Condition, under gap condition on spectrum of F(g).
result Observability on ω for the Schrödinger equation is strictly weaker than Geometric Control Condition on product of spheres.

The goal of this article is twofold: in a first part, we prove Gaussian estimates for the heat kernel of Schr{ö}dinger operators delta + V whose potential V is "small at infinity" in an integral sense. In a second part, we prove sharp boundedness result for the associated Riesz transform with potential d(delta+V) --1/2…

2015-03-02abs ↗pdf ↗

This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.

problem Error analysis for discrete diffusion models remains less understood.
method Proposes a comprehensive framework based on Lévy-type stochastic integrals.
result Obtains the first error bound for the ττ-leaping scheme in KL divergence.

A new method for decision-focused learning using diffusion models.

problem Inability of deterministic point predictions to capture stochasticity in real-world environments.
method Proposes a diffusion-based DFL approach that trains a diffusion model to represent uncertain parameters and optimizes decisions through stochastic optimization.
result Empirically shows consistent outperformance over strong baselines in decision quality.

Developed a diffusion model on spherical data, addressing geometric and stochastic challenges.

problem Diffusion models on spherical data face unique geometric and stochastic issues.
method Extended spectral diffusion to spherical harmonics, introducing modified stochastic differential equations.
result Introduced a geometry-dependent inductive bias in spectral diffusion models.

Develops diffusion models for time-varying correlation on the circle.

problem Time-varying correlation modeling on the circle.
method Stochastic processes on the unit circle, specifically Brownian motion and von Mises diffusion.
result Derives an accurate analytical approximation to the transition density of the von Mises diffusion.

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 ↗

Develops polynomial diffusion models for multi-factor commodity futures dynamics.

problem Modeling futures prices using latent state variables for short and long-term stochastic factors.
method Polynomial diffusion models to incorporate non-linear effects, two filtering methods for estimation.
result Accurate estimation of futures prices despite parameter identification issues in polynomial diffusion models.

SA-Solver improves stochastic sampling from DPMs.

problem Efficient sampling from Diffusion Probabilistic Models (DPMs) is time-consuming.
method Proposes SA-Solver, an improved stochastic Adams method for solving diffusion SDE.
result SA-Solver achieves improved or comparable performance compared to SOTA methods for few-step sampling.

Bayesian inference for stochastic differential equations using Wishart diffusions.

problem Inferring stochastic differential equations for regression and dynamical modeling.
method Bayesian non-parametric approach with semi-parametric Wishart processes.
result Modeling diffusion in stochastic differential equations improves performance and avoids overfitting.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

CCDF reduces diffusion sampling steps for inverse problems.

problem Slow sampling from diffusion models in inverse problems.
method Starting from a single forward diffusion step with better initialization, followed by stochastic contraction.
result Significantly reduced sampling steps for state-of-the-art reconstruction.

Estimates drift functions in SDEs using denoising diffusion models.

problem Estimating time-homogeneous drift functions in multivariate SDEs.
method Formulates drift estimation as a denoising problem, trains a conditional diffusion model.
result Proposed estimator matches classical methods in low dimensions and remains competitive in higher dimensions.

This paper extends neural network approximation results to denoising diffusion models.

problem Improving the efficiency and accuracy of generative models.
method Leveraging connections to stochastic control and neural network approximation.
result Established neural network approximation results for the Föllmer drift are extended to denoising diffusion models.

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.

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.

This work formalizes guidance in diffusion models and introduces a stochastic control framework.

problem Lack of a solid theoretical foundation for guidance scheduling in diffusion models.
method Introduces a stochastic optimal control framework to cast guidance scheduling as an adaptive optimization problem.
result Establishes a principled foundation for more effective guidance in diffusion models.

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

ProGen improves spatiotemporal forecasting with SDEs and diffusion models.

problem Complex spatial and temporal dependencies in spatiotemporal data.
method ProGen uses Stochastic Differential Equations and diffusion-based generative models.
result ProGen outperforms state-of-the-art models on traffic datasets.

The paper develops a new probabilistic framework for denoising diffusion models using free entropy and stochastic analysis.

problem Developing a mathematical framework for denoising diffusion models in noncommutative settings.
method Formulating diffusion and reverse processes governed by operator-valued stochastic dynamics, using tools from free stochastic analysis.
result Establishing an information-geometric link between entropy production, transport, and deconvolution.

Study on short-term behavior of ATM-IV for jump-diffusion model.

problem Analyzing the short-time behavior of ATM-IV for a specific stochastic volatility model.
method Used Malliavin Calculus techniques to derive expressions for ATM-IV level and skew.
result Short-time behavior of ATM-IV level is consistent for all pure-jump Lévy processes.

SymDiff uses stochastic symmetrisation for equivariant diffusion models.

problem Constructing equivariant diffusion models for data augmentation.
method Stochastic symmetrisation for lightweight, efficient, and easy-to-implement equivariance.
result SymDiff achieves significant empirical benefit for E(3)\mathrm{E}(3)-equivariant molecular generation.

SSDMs generate quantum states directly, outperforming classical methods.

problem Generating pure-state quantum representations efficiently.
method Score-based generative model on complex projective manifold.
result SSDMs match target pure-state ensembles by orders of magnitude.

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.

Reflected Diffusion Models improve on score-based models by incorporating data constraints.

problem Numerical error in score-based models leads to unnatural samples.
method Reverses a reflected stochastic differential equation on data support, learning perturbed score function through generalized score matching loss.
result Improves sample quality and fidelity without architectural modifications.

New approach to score function in diffusion models using Malliavin calculus.

problem Estimating score function for complex data distributions.
method Combines Malliavin calculus with Bismut-type formula to derive exact score function expression.
result Derives exact, closed-form expression for score function in diffusion models.