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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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56111167222 · May 202619922001200920172026
48 results for diffusion recovery likelihood

A new method trains and samples from energy-based models using diffusion recovery likelihood.

problem Training and sampling high-dimensional datasets with energy-based models is challenging.
method Trains EBMs with a diffusion recovery likelihood method, maximizing conditional probabilities of data at different noise levels.
result Generates high-fidelity images with low FID and inception scores, and accurately estimates normalized data density.

Paper analyzes adaptive Lasso for high-dimensional diffusion processes, improving support recovery and bias.

problem Support recovery for high-dimensional diffusion processes under sparsity constraints.
method Adaptive Lasso estimator for d-dimensional ergodic diffusion process, focusing on linear models.
result Adaptive Lasso achieves support recovery and asymptotic normality for drift parameter under certain conditions.

This paper improves diffusion models for low-dimensional data.

problem Theoretical foundations of diffusion models are lacking for low-dimensional data.
method Score approximation, estimation, and distribution recovery of diffusion models on low-dimensional data.
result Sample complexity bounds for distribution estimation using diffusion models are provided.

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.

Theoretical justification for image inpainting using diffusion models.

problem Improving sample recovery in image inpainting without retraining.
method Analysis of RePaint algorithm and proposing RePaint+^+ to correct misalignment.
result RePaint+^+ algorithm provably recovers the true sample with linear convergence.

This work uses diffusion models for accurate signal recovery from semi-parametric models.

problem Recovering signals from semi-parametric single index models with discontinuous link functions.
method Proposes an efficient reconstruction method using diffusion models that requires one round of sampling and inversion.
result Demonstrates more accurate reconstructions with fewer evaluations compared to competing methods.

In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between recovery rates and default probabilities is lost and the tails of the loss distri…

2011-02-23abs ↗pdf ↗

Improved diffusion sampling for inverse problems with faster and more robust inference.

problem High computational cost and lack of robustness in diffusion posterior sampling.
method Amortized variational inference with explicit likelihood guidance.
result Improved trade-off between inference speed and robustness to unseen degradations.

Neural Diffusion Intensity Models simplify Cox processes inference.

problem Intractable nonparametric estimation and posterior inference of latent stochastic intensity in Cox processes.
method Variational framework using neural SDEs, with theoretical guarantee of ELBO maximization coinciding with maximum likelihood estimation.
result Accurate recovery of latent intensity dynamics and posterior paths with significant speedup.

A method merges two pretrained diffusion experts to improve image quality and likelihood.

problem Trade-off between image quality and data likelihood in diffusion models.
method Combining two pretrained diffusion experts by switching between them along the denoising trajectory.
result The merged model consistently matches or outperforms its base components, improving or preserving both likelihood and sample quality.

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

DAPS++ improves diffusion-based image restoration by decoupling prior and likelihood.

problem Decoupling prior and likelihood in diffusion-based inverse problems.
method Introducing DAPS++, which fully decouples diffusion-based initialization from likelihood-driven refinement.
result Achieves high computational efficiency and robust reconstruction performance.

DAPS++ improves diffusion-based image restoration by decoupling prior and likelihood.

problem Decoupling prior and likelihood in diffusion-based inverse problems for better performance.
method Introducing DAPS++, which separates diffusion initialization from likelihood refinement.
result DAPS++ achieves high computational efficiency and robust reconstruction performance.

Unified continuous diffusion model outperforms discrete alternatives in scalability and quality.

problem Continuous diffusion models were perceived as less scalable than discrete models.
method Reconstructed Plaid model and compared it with modern discrete DLMs, optimizing noise schedule and embeddings via likelihood.
result Unified continuous diffusion model (RePlaid) outperforms discrete models in compute efficiency and quality.

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 ↗

The current research on credit risk is primarily focused on modeling default probabilities. Recovery rates are often treated as an afterthought; they are modeled independently, in many cases they are even assumed constant. This is despite of their pronounced effect on the tail of the loss distribution. Here, we take a …

2011-02-15abs ↗pdf ↗

We develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estimators. After developing a numerical scheme for computing the maximizer of the penalized maximum quasi-likelihood function…

2010-08-14abs ↗pdf ↗

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.

Exact recovery method for community detection in Gaussian mixtures with dependent noise.

problem Community detection in Gaussian mixtures with dependent and heterogeneous noise.
method Maximum likelihood estimator (MLE) for constrained quadratic optimization problem, using ΣΣ-whitened separation and local inequalities.
result Sharp exact-recovery threshold and no-gap mechanism in the unknown-size setting.

Review of diffusion models for SBI in non-ideal data scenarios.

problem Inference of parameters from complex simulation outputs with intractable likelihoods.
method Diffusion models for likelihood-free inference, addressing model misspecification, unstructured observations, and missing data.
result Improved robustness and efficiency in SBI methods for non-ideal data scenarios.

New framework uses score-based priors to solve ill-conditioned polynomial equations, improving signal recovery from noisy data.

problem Recovering signals from low-order moments in inverse problems, especially ill-conditioned polynomial equations.
method Integrates score-based diffusion priors with moment-based estimators to regularize and solve nonlinear inverse problems.
result Diffusion priors improve recovery from third-order moments and make super-resolution MTD feasible.

Improved diffusion models achieve state-of-the-art likelihoods in image density estimation.

problem Improving likelihood-based performance of diffusion models.
method Joint optimization of noise schedule and model parameters, using signal-to-noise ratio simplification.
result State-of-the-art likelihoods on image density estimation benchmarks, faster optimization.

We have observed an interesting, yet unexplained, phenomenon: Semidefinite programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend to be tight in recovery problems with noisy data, even when MLE cannot exactly recover the ground truth. Several results establish tightness of SDP based relaxations…

2014-04-10abs ↗pdf ↗

wd1 improves reasoning in dLLMs by optimizing policies without policy ratios.

problem Improving reasoning in diffusion-based large language models through RL.
method wd1: ratio-free policy optimization using weighted log-likelihood.
result wd1 outperforms diffusion-based GRPO while requiring lower computational cost.

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.

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.

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics Letters A (346), 2005] and put the application of the method on a firm theoretical …

2006-11-10abs ↗pdf ↗

Extends diffusion models to handle exponential family distributions for inverse problems.

problem Intractability of likelihood score for non-Gaussian observations.
method Evidence trick to approximate likelihood score for exponential family distributions.
result Effective Bayesian inference on complex Poisson processes and malaria prevalence prediction.

Unified framework for unlearning in diffusion models using KL divergence and likelihood constraints.

problem Removing undesirable data or concepts while preserving utility of pretrained models.
method Constrained optimization framework based on reverse and forward KL divergences, and likelihood constraints.
result Our KL-constrained approach achieves superior retention-unlearning tradeoffs compared to weight-based baselines.

A diffusion model estimates data manifold dimension by tracking likelihood increases.

problem Estimating the intrinsic dimension of data manifolds.
method Trained diffusion model approximates score function, revealing manifold directionality.
result Diffusion model provides an approximation of the tangent space's dimension.

New RL algorithm GDPO improves DLM reasoning efficiency.

problem Adapting RL to DLMs for efficient, unbiased likelihood estimation.
method Group Diffusion Policy Optimization (GDPO) using semi-deterministic Monte Carlo.
result GDPO outperforms existing methods on math, reasoning, and coding benchmarks.

A new method optimizes diffusion models with recursive likelihood ratios.

problem Efficiently aligning pre-trained diffusion models for specific applications.
method Recursive Likelihood Ratio (RLR) optimizer for Half-Order (HO) fine-tuning.
result The RLR method achieves unbiased and lower-variance gradients, improving model performance.

Paper establishes MLE consistency for market microstructure models.

problem Estimating parameters in partially observed diffusion models.
method Tractable sufficient condition for MLE consistency based on stationary distribution.
result Maximum likelihood estimators are consistent for market microstructure parameters.

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.

Study benchmarks TSC algorithms in distinguishing diffusions using the likelihood ratio test.

problem Benchmarking optimality of TSC algorithms in distinguishing diffusion processes.
method Proposes to benchmark TSC algorithms using the likelihood ratio test (LRT).
result LRT benchmarks are computationally efficient and can be applied to various time series types.