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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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112223335446 · Jun 202019922001200920172026
48 results for diffusion processes

Automates learning of multivariate diffusions for generative models.

problem Lack of automated methods for choosing and optimizing diffusion processes in generative models.
method Develops a recipe to maximize likelihood without model-specific analysis, parameterizes diffusion for target noise, and optimizes the inference diffusion process.
result Automatic search over all linear diffusions for generative models.

Special issue on understanding physical processes from unusual diffusion patterns.

problem Understanding physical processes from anomalous diffusion data.
method Not explicitly described in the abstract, but likely involves analysis of data from the Anomalous Diffusion Challenge.
result Not explicitly stated, but likely includes analysis of physical processes from anomalous diffusion data.

Efficiently reconstructs jump-diffusion processes from data using neural networks.

problem Reconstructing jump-diffusion processes from data.
method Temporally decoupled squared Wasserstein distance method using parameterized neural networks.
result Enhanced reconstruction of jump-diffusion processes from data.

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.

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.

Rolling Diffusion improves video prediction by progressively corrupting frames based on their temporal position.

problem Improving video prediction accuracy by accounting for temporal dynamics.
method A sliding window denoising process that assigns more noise to frames that appear later in a sequence.
result Rolling Diffusion outperforms standard diffusion models in tasks with complex temporal dynamics.

We study the small-time fluctuations for diffusion processes which are conditioned by their initial and final positions, under the assumptions that the diffusivity has a sub-Riemannian structure and that the drift vector field lies in the span of the sub-Riemannian structure. In the case where the endpoints agree and t…

2016-06-01abs ↗pdf ↗

Extends neural diffusion processes for multi-task regression.

problem Limited to single-task inference, existing formulations cannot capture dependencies across related tasks.
method Introduces a task encoder to condition diffusion model on low-dimensional representations of context observations.
result Improves predictive performance and uncertainty calibration across related functions.

FLDD improves discrete diffusion models by learning a non-Markovian noising process.

problem Efficiency and quality of discrete diffusion models in few-step generation.
method Introduces a learnable non-Markovian forward (noising) process to match the target distribution.
result FLDD produces higher quality samples in fewer steps compared to conventional discrete diffusion models.

A new diffusion model improves time-series forecasting by preserving seasonal patterns.

problem Improving time-series forecasting accuracy, especially for seasonal data.
method A forward diffusion process that decomposes signals into spectral components, altering only the diffusion process.
result The method maintains high signal-to-noise ratios for dominant frequencies, improving long-term pattern recovery.

Study shows how heat leaks from material sets in low diffusivity scenarios.

problem Understanding heat leakage from material sets in low diffusivity limits.
method Generalized leading-order asymptotics for time-dependent diffusion processes.
result Diffusive transport out of a material set is proportional to the surface area of the set boundary.

This work extends Tweedie's formulae to non-Gaussian processes for better diffusion model generation.

problem Limited exploration of non-Gaussian diffusion models and corresponding Tweedie's formulae.
method Extended Tweedie's formulae to geometric Brownian motion, squared Bessel, and Cox-Ingersoll-Ross processes.
result Demonstrated potential of non-Gaussian models in image and financial time series generation.

Improves generative models by adding jump-diffusion noise.

problem Limited performance of diffusion models in generating samples from unknown distributions.
method Generalizes diffusion processes to include jump-diffusion noise, deriving closed-form generalized score functions.
result Jump-diffusion models outperform Gaussian models in specific parameter regimes.

Generative model handles varying data dimensions using jump diffusion processes.

problem Handling data of varying dimensionality in generative models.
method Formulated as a jump diffusion process, learning to approximate the process with a novel evidence lower bound.
result Effective sampling of data of varying dimensionality, better compatibility with test-time diffusion guidance imputation tasks.

Study of diffusion annealed Langevin dynamics for generative models.

problem Theoretical efficiency of score-based diffusion processes.
method Rigorous construction and analysis of diffusion processes with Poincaré and logarithmic Sobolev inequalities.
result Improvement in efficiency of diffusion processes through Poincaré and logarithmic Sobolev inequalities.

This work extends ME-RL using diffusion models to sample optimal policies.

problem Sampling from the optimal policy trajectory distribution in ME-RL.
method Introducing Diffusion-Augmented Markov Decision Processes (DA-MDPs) to minimize reverse KL divergence.
result DA-MDPs enable seamless integration into various ME-RL methods and outperform baselines.

NDPs learn to sample from complex function distributions using neural networks and diffusion models.

problem Learning rich distributions over functions with neural networks.
method NDPs use denoising diffusion models and custom attention blocks to incorporate stochastic process properties.
result NDPs can capture functional distributions close to true Bayesian posteriors and outperform neural processes.

The paper analyzes diffusion condensation for data geometry and topology.

problem Understanding the geometry and topology of high-dimensional data.
method Time-inhomogeneous diffusion process with geometric, spectral, and topological analysis.
result The condensation process defines intrinsic condensation homology and ambient persistent homology.

Introduces VSMD to improve generative diffusion processes without high costs.

problem High training costs and scalability issues in generative diffusion processes.
method Introduces variational Schrödinger momentum diffusion (VSMD) with adaptively transport-optimized variational scores and critical-damping transform.
result Efficiently generates anisotropic shapes while maintaining transport efficacy, outperforming alternatives.

Method infers parameters in complex diffusion processes.

problem Parameter inference in high-dimensional, non-linear diffusion processes.
method Differentiable score matching to approximate diffusion bridges, used in an importance sampler.
result Numerically stable framework for parameter inference and diffusion mean estimation.

Generative model on manifolds reduces divergence computation and improves scalability.

problem Difficulties in modeling data on non-Euclidean spaces due to expensive divergence computation and approximations of heat kernel.
method Riemannian Diffusion Mixture, a principled framework using a mixture of bridge processes.
result Achieves superior performance on diverse manifolds with reduced simulation steps.

Unified framework for discrete diffusion modeling with flexible noising processes.

problem Efficient modeling of large discrete state spaces with arbitrary corruption dynamics.
method Generalized Discrete Diffusion from Snapshots (GDDS) framework that supports uniformization for fast noising and snapshot-based ELBO for reverse process.
result GDDS outperforms existing discrete diffusion methods in training efficiency and generation quality.

We construct non-symmetric diffusion processes associated with Dirichlet forms consisting of uniformly elliptic forms and derivation operators with killing terms on RCD spaces by aid of non-smooth differential structures introduced by Gigli '16. After constructing diffusions, we investigate conservativeness and the wea…

2017-09-25abs ↗pdf ↗

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.

DiffEnc improves diffusion models by adding flexibility and achieving better likelihood on CIFAR-10.

problem Improving the likelihood of diffusion models on image datasets.
method Introducing a data- and depth-dependent mean function and a free weight parameter for noise variance.
result Achieved statistically significant improvement in likelihood on CIFAR-10.

We consider a special family of occupation-time derivatives, namely proportional step options introduced by Linetsky in [Math. Finance, 9, 55--96 (1999)]. We develop new closed-form spectral expansions for pricing such options under a class of nonlinear volatility diffusion processes which includes the constant-elastic…

2013-02-15abs ↗pdf ↗

New model learns graph spectra accurately, outperforming existing methods.

problem Graph diffusion models struggle to distinguish certain graph families and their spectra.
method Leveraged random matrix theory to analytically extract spectral properties, introducing Dyson Diffusion Model.
result Dyson Diffusion Model learns graph spectra accurately and outperforms existing models.

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.

This paper conditions non-linear infinite-dimensional diffusion processes.

problem Conditioning non-linear and infinite-dimensional diffusion processes.
method Infinite-dimensional Girsanov's theorem to condition function-valued stochastic processes.
result Conditioning of non-linear infinite-dimensional diffusion processes is achieved.

Algorithm learns diffusion processes with high-dimensional state spaces.

problem Stochastic control of unbounded diffusion processes with high-dimensional state spaces.
method Adaptive partitioning and learning algorithm that refines discretization based on estimation bias and statistical confidence.
result Established regret bounds that depend on problem parameters, extending to unbounded diffusion processes.